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 | 4.90% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 753'659 | 251'220 | 150'126 CHF | 52'554 CHF | 99.48% | 99.48% |
15.05.2024 | 5.06% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 847'810 | 282'603 | 163'234 CHF | 57'237 CHF | 99.72% | 99.72% |
14.05.2024 | 4.60% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 761'975 | 253'992 | 161'910 CHF | 56'510 CHF | 99.15% | 99.15% |
13.05.2024 | 4.70% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 753'432 | 251'144 | 156'572 CHF | 54'702 CHF | 99.02% | 99.02% |
10.05.2024 | 4.25% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 172'990 CHF | 60'163 CHF | 98.30% | 98.30% |
08.05.2024 | 4.16% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 176'483 CHF | 61'328 CHF | 99.55% | 99.55% |
07.05.2024 | 4.54% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 850'070 | 283'357 | 182'856 CHF | 63'786 CHF | 99.65% | 99.65% |
06.05.2024 | 4.59% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 851'403 | 283'801 | 180'896 CHF | 63'137 CHF | 99.56% | 99.56% |
03.05.2024 | 4.42% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 804'703 | 268'234 | 177'808 CHF | 61'952 CHF | 99.63% | 99.63% |
02.05.2024 | 4.91% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 179'081 CHF | 62'694 CHF | 99.11% | 99.11% |