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 | 4.73% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 185'977 CHF | 64'993 CHF | 99.27% | 99.27% |
15.05.2024 | 4.36% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 202'207 CHF | 70'402 CHF | 99.12% | 99.12% |
14.05.2024 | 4.51% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 899'827 | 300'000 | 195'065 CHF | 68'035 CHF | 99.27% | 99.27% |
13.05.2024 | 4.64% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 191'077 CHF | 66'692 CHF | 98.75% | 98.75% |
10.05.2024 | 5.73% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 152'717 CHF | 53'906 CHF | 99.27% | 99.27% |
08.05.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 299'909 | 143'768 CHF | 50'908 CHF | 99.27% | 99.27% |
07.05.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 299'926 | 164'784 CHF | 57'915 CHF | 98.03% | 98.03% |
06.05.2024 | 5.03% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 899'944 | 299'946 | 174'907 CHF | 61'296 CHF | 99.27% | 99.27% |
03.05.2024 | 5.10% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 299'942 | 172'170 CHF | 60'379 CHF | 99.10% | 99.10% |
02.05.2024 | 4.69% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 187'599 CHF | 65'533 CHF | 99.24% | 99.24% |