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 | 3.14% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 188'247 CHF | 64'749 CHF | 99.34% | 99.34% |
15.05.2024 | 3.25% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 181'627 CHF | 62'543 CHF | 99.22% | 99.22% |
14.05.2024 | 3.22% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 183'301 CHF | 63'100 CHF | 98.95% | 98.95% |
13.05.2024 | 3.01% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 196'264 CHF | 67'421 CHF | 99.41% | 99.41% |
10.05.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 191'853 CHF | 65'951 CHF | 99.39% | 99.39% |
08.05.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 186'257 CHF | 64'086 CHF | 99.36% | 99.36% |
07.05.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 176'293 CHF | 60'764 CHF | 99.41% | 99.41% |
06.05.2024 | 3.32% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 177'962 CHF | 61'321 CHF | 97.87% | 97.87% |
03.05.2024 | 3.41% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 173'156 CHF | 59'719 CHF | 99.32% | 99.32% |
02.05.2024 | 3.38% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 174'643 CHF | 60'215 CHF | 99.40% | 99.40% |