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 | 2.35% | 0.41 CHF | 0.42 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 94'856 CHF | 21'579 CHF | 99.17% | 99.17% |
15.05.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 108'478 CHF | 24'606 CHF | 94.33% | 94.33% |
14.05.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 98'163 CHF | 33'471 CHF | 99.16% | 99.16% |
13.05.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 100'632 CHF | 34'294 CHF | 98.53% | 98.53% |
10.05.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 88'496 CHF | 30'249 CHF | 99.01% | 99.01% |
08.05.2024 | 3.17% | 0.29 CHF | 0.30 CHF | 225'000 | 75'000 | 272'589 | 90'863 | 84'658 CHF | 29'128 CHF | 98.84% | 98.84% |
07.05.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 93'182 CHF | 31'811 CHF | 97.93% | 97.93% |
06.05.2024 | 2.47% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 233'127 | 77'709 | 93'190 CHF | 31'841 CHF | 99.17% | 99.17% |
03.05.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 225'000 | 75'000 | 230'914 | 76'971 | 94'617 CHF | 32'309 CHF | 99.16% | 99.16% |
02.05.2024 | 3.49% | 0.30 CHF | 0.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 85'161 CHF | 29'387 CHF | 99.15% | 99.15% |