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 | 3.76% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 881'464 | 296'430 | 231'316 CHF | 80'618 CHF | 97.94% | 97.94% |
15.05.2024 | 3.54% | 0.29 CHF | 0.30 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 250'748 CHF | 86'583 CHF | 99.42% | 99.42% |
14.05.2024 | 3.60% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 246'910 CHF | 85'304 CHF | 99.56% | 99.56% |
13.05.2024 | 3.53% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 250'894 CHF | 86'631 CHF | 99.03% | 99.03% |
10.05.2024 | 3.37% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 263'133 CHF | 90'711 CHF | 99.05% | 99.05% |
08.05.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 280'302 CHF | 96'434 CHF | 99.49% | 99.49% |
07.05.2024 | 3.37% | 0.29 CHF | 0.30 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 262'626 CHF | 90'542 CHF | 99.54% | 99.54% |
06.05.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 990'268 | 390'268 | 250'122 CHF | 102'424 CHF | 98.87% | 98.87% |
03.05.2024 | 3.54% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 955'160 | 355'160 | 264'850 CHF | 101'979 CHF | 98.02% | 98.02% |
02.05.2024 | 2.86% | 0.32 CHF | 0.33 CHF | 900'000 | 300'000 | 903'630 | 303'630 | 311'664 CHF | 107'690 CHF | 99.51% | 99.51% |