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 | 4.72% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 207'167 CHF | 86'867 CHF | 96.07% | 96.07% |
15.05.2024 | 4.28% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 902'652 | 302'652 | 206'453 CHF | 72'233 CHF | 99.14% | 99.14% |
14.05.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'198 | 300'198 | 207'109 CHF | 72'067 CHF | 93.94% | 93.94% |
13.05.2024 | 3.99% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 221'792 CHF | 76'931 CHF | 95.62% | 95.62% |
10.05.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 226'632 CHF | 78'544 CHF | 99.58% | 99.58% |
08.05.2024 | 3.28% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 269'724 CHF | 92'908 CHF | 99.45% | 99.45% |
07.05.2024 | 3.57% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 247'832 CHF | 85'611 CHF | 99.59% | 99.59% |
06.05.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 265'992 CHF | 91'664 CHF | 99.07% | 99.07% |
03.05.2024 | 3.19% | 0.32 CHF | 0.33 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 278'033 CHF | 95'678 CHF | 98.12% | 98.12% |
02.05.2024 | 2.79% | 0.33 CHF | 0.34 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 318'449 CHF | 109'150 CHF | 99.57% | 99.57% |