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 | 2.33% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 254'208 CHF | 86'736 CHF | 99.28% | 99.28% |
15.05.2024 | 2.02% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 295'175 CHF | 100'392 CHF | 99.35% | 99.35% |
14.05.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 307'182 CHF | 104'394 CHF | 99.04% | 99.04% |
13.05.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 306'342 CHF | 104'114 CHF | 99.43% | 99.43% |
10.05.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 314'401 CHF | 106'800 CHF | 99.39% | 99.39% |
08.05.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 267'392 CHF | 91'131 CHF | 99.37% | 99.37% |
07.05.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 272'562 CHF | 92'854 CHF | 99.40% | 99.40% |
06.05.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 274'327 CHF | 93'442 CHF | 99.36% | 99.36% |
03.05.2024 | 2.22% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 267'261 CHF | 91'087 CHF | 99.34% | 99.34% |
02.05.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 273'368 CHF | 93'123 CHF | 99.38% | 99.38% |