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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 293'906 CHF | 100'469 CHF | 93.86% | 93.86% |
13.05.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 278'908 CHF | 95'469 CHF | 92.03% | 92.03% |
10.05.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 266'089 CHF | 91'196 CHF | 96.31% | 96.31% |
08.05.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 262'186 CHF | 89'895 CHF | 98.92% | 98.92% |
07.05.2024 | 3.96% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 222'987 CHF | 77'329 CHF | 99.59% | 99.59% |
06.05.2024 | 4.07% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 216'910 CHF | 75'303 CHF | 97.29% | 97.29% |
03.05.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 902'934 | 302'934 | 211'596 CHF | 74'011 CHF | 99.60% | 99.60% |
02.05.2024 | 4.34% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 937'519 | 337'519 | 211'452 CHF | 79'361 CHF | 99.56% | 99.56% |
30.04.2024 | 3.83% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 230'918 CHF | 79'973 CHF | 99.40% | 99.40% |
29.04.2024 | 3.98% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 221'908 CHF | 76'969 CHF | 98.20% | 98.20% |