Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 118'565 CHF | 30'391 CHF | 99.17% | 99.17% |
15.05.2024 | 2.24% | 0.42 CHF | 0.43 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 132'687 CHF | 33'922 CHF | 94.33% | 94.33% |
14.05.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 120'794 CHF | 41'265 CHF | 99.16% | 99.16% |
13.05.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 125'182 CHF | 42'727 CHF | 98.53% | 98.53% |
10.05.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 113'208 CHF | 38'736 CHF | 99.01% | 99.01% |
08.05.2024 | 3.06% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 406'300 | 135'433 | 129'693 CHF | 44'585 CHF | 98.84% | 98.84% |
07.05.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 123'725 CHF | 42'242 CHF | 97.93% | 97.93% |
06.05.2024 | 2.45% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 121'162 CHF | 41'387 CHF | 99.17% | 99.17% |
03.05.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 122'459 CHF | 41'820 CHF | 99.17% | 99.17% |
02.05.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 141'084 CHF | 48'528 CHF | 99.15% | 99.15% |