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 | 2.94% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 251'093 CHF | 86'198 CHF | 98.69% | 98.69% |
15.05.2024 | 3.19% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 231'191 CHF | 79'564 CHF | 98.28% | 98.28% |
14.05.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 227'464 CHF | 78'321 CHF | 93.95% | 93.95% |
13.05.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 236'111 CHF | 81'204 CHF | 95.18% | 95.18% |
10.05.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 236'699 CHF | 81'400 CHF | 99.17% | 99.17% |
08.05.2024 | 4.33% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 897'180 | 299'060 | 202'744 CHF | 70'572 CHF | 98.89% | 98.89% |
07.05.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 760'796 | 253'599 | 195'682 CHF | 67'764 CHF | 98.74% | 98.74% |
06.05.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 815'882 | 271'961 | 207'363 CHF | 71'841 CHF | 98.99% | 98.99% |
03.05.2024 | 3.88% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 854'328 | 284'776 | 215'553 CHF | 74'699 CHF | 98.93% | 98.93% |
02.05.2024 | 4.12% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 213'905 CHF | 74'302 CHF | 99.16% | 99.16% |