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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 3.49% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 211'528 CHF | 73'009 CHF | 99.60% | 99.60% |
16.05.2024 | 3.39% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 217'544 CHF | 75'015 CHF | 99.48% | 99.48% |
15.05.2024 | 3.46% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 213'684 CHF | 73'728 CHF | 99.70% | 99.70% |
14.05.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 228'800 CHF | 78'767 CHF | 99.18% | 99.18% |
13.05.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 225'126 CHF | 77'542 CHF | 99.02% | 99.02% |
10.05.2024 | 3.06% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 241'696 CHF | 83'066 CHF | 97.86% | 97.86% |
08.05.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 245'132 CHF | 84'211 CHF | 99.57% | 99.57% |
07.05.2024 | 3.24% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 227'825 CHF | 78'442 CHF | 99.67% | 99.67% |
06.05.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 224'852 CHF | 77'451 CHF | 99.57% | 99.57% |
03.05.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'010 | 250'003 | 231'870 CHF | 79'790 CHF | 99.55% | 99.55% |