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 | 3.58% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 206'078 CHF | 71'193 CHF | 99.29% | 99.29% |
15.05.2024 | 3.02% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 245'256 CHF | 84'252 CHF | 99.32% | 99.32% |
14.05.2024 | 2.88% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 256'478 CHF | 87'993 CHF | 98.94% | 98.94% |
13.05.2024 | 2.89% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 256'219 CHF | 87'906 CHF | 99.35% | 99.35% |
10.05.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 264'355 CHF | 90'618 CHF | 99.36% | 99.36% |
08.05.2024 | 3.36% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 219'411 CHF | 75'637 CHF | 99.37% | 99.37% |
07.05.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 224'712 CHF | 77'404 CHF | 99.45% | 99.45% |
06.05.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 227'823 CHF | 78'441 CHF | 99.42% | 99.42% |
03.05.2024 | 3.31% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 222'842 CHF | 76'781 CHF | 99.31% | 99.31% |
02.05.2024 | 3.23% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 228'742 CHF | 78'748 CHF | 99.33% | 99.33% |