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 | 2.96% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 250'081 CHF | 85'860 CHF | 96.07% | 96.07% |
15.05.2024 | 2.73% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 271'309 CHF | 92'936 CHF | 99.14% | 99.14% |
14.05.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 271'799 CHF | 93'100 CHF | 93.93% | 93.93% |
13.05.2024 | 2.57% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 288'513 CHF | 98'671 CHF | 95.61% | 95.61% |
10.05.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 291'996 CHF | 99'832 CHF | 99.58% | 99.58% |
08.05.2024 | 2.22% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 334'756 CHF | 114'085 CHF | 99.43% | 99.43% |
07.05.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 308'262 CHF | 105'254 CHF | 99.59% | 99.59% |
06.05.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 326'972 CHF | 111'491 CHF | 99.08% | 99.08% |
03.05.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 337'772 CHF | 115'091 CHF | 98.12% | 98.12% |
02.05.2024 | 1.98% | 0.48 CHF | 0.49 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 376'046 CHF | 127'849 CHF | 99.57% | 99.57% |