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 | 3.45% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 171'210 CHF | 59'070 CHF | 96.15% | 96.15% |
15.05.2024 | 3.09% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 191'646 CHF | 65'882 CHF | 99.15% | 99.15% |
14.05.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 192'493 CHF | 66'164 CHF | 94.01% | 94.01% |
13.05.2024 | 2.83% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'939 CHF | 71'980 CHF | 95.60% | 95.60% |
10.05.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 210'848 CHF | 72'283 CHF | 99.59% | 99.59% |
08.05.2024 | 2.36% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 251'762 CHF | 85'921 CHF | 99.43% | 99.43% |
07.05.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 225'307 CHF | 77'102 CHF | 99.57% | 99.57% |
06.05.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 240'288 CHF | 82'096 CHF | 99.06% | 99.06% |
03.05.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 250'274 CHF | 85'425 CHF | 98.13% | 98.13% |
02.05.2024 | 2.10% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 353'403 CHF | 120'301 CHF | 99.56% | 99.56% |