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 | 2.56% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'748 | 200'249 | 231'566 CHF | 79'191 CHF | 97.12% | 97.12% |
15.05.2024 | 2.77% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 702'842 | 234'281 | 250'179 CHF | 85'736 CHF | 99.06% | 99.06% |
14.05.2024 | 2.67% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 674'939 | 224'980 | 249'397 CHF | 85'382 CHF | 96.94% | 96.94% |
13.05.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 735'044 | 245'015 | 265'784 CHF | 91'045 CHF | 92.32% | 92.32% |
10.05.2024 | 2.59% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 601'207 | 200'402 | 229'596 CHF | 78'536 CHF | 98.75% | 98.75% |
08.05.2024 | 3.08% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 240'115 CHF | 82'538 CHF | 96.48% | 96.48% |
07.05.2024 | 3.31% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 223'231 CHF | 76'910 CHF | 97.00% | 97.00% |
06.05.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 202'924 CHF | 70'141 CHF | 90.40% | 90.40% |
03.05.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 867'433 | 289'145 | 223'652 CHF | 77'442 CHF | 94.33% | 94.33% |
02.05.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 232'313 CHF | 80'438 CHF | 97.75% | 97.75% |