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 | 2.28% | 0.43 CHF | 0.44 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 97'742 CHF | 22'221 CHF | 99.17% | 99.17% |
15.05.2024 | 2.01% | 0.47 CHF | 0.48 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 111'286 CHF | 25'230 CHF | 94.33% | 94.33% |
14.05.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 100'820 CHF | 34'357 CHF | 99.16% | 99.16% |
13.05.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 102'906 CHF | 35'052 CHF | 98.53% | 98.53% |
10.05.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 225'000 | 75'000 | 226'599 | 75'000 | 92'400 CHF | 31'353 CHF | 99.01% | 99.01% |
08.05.2024 | 2.97% | 0.32 CHF | 0.33 CHF | 300'000 | 75'000 | 299'744 | 75'000 | 100'423 CHF | 25'882 CHF | 98.84% | 98.84% |
07.05.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 225'000 | 75'000 | 278'047 | 75'000 | 119'932 CHF | 33'215 CHF | 97.93% | 97.93% |
06.05.2024 | 2.35% | 0.39 CHF | 0.40 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 126'254 CHF | 32'314 CHF | 99.17% | 99.17% |
03.05.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 129'514 CHF | 33'129 CHF | 99.16% | 99.16% |
02.05.2024 | 3.08% | 0.34 CHF | 0.35 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 96'546 CHF | 24'886 CHF | 99.15% | 99.15% |