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 | 3.08% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 144'299 CHF | 49'600 CHF | 99.18% | 99.18% |
15.05.2024 | 3.49% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 126'760 CHF | 43'753 CHF | 99.16% | 99.16% |
14.05.2024 | 3.87% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 594'219 | 198'073 | 150'758 CHF | 52'233 CHF | 98.54% | 98.54% |
13.05.2024 | 3.37% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 471'346 | 157'115 | 137'410 CHF | 47'374 CHF | 99.21% | 99.21% |
10.05.2024 | 3.01% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 147'607 CHF | 50'702 CHF | 97.03% | 97.03% |
08.05.2024 | 3.41% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 173'318 CHF | 59'773 CHF | 98.41% | 98.41% |
07.05.2024 | 3.72% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 158'183 CHF | 54'728 CHF | 98.92% | 98.92% |
06.05.2024 | 4.58% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 128'150 CHF | 44'717 CHF | 98.53% | 98.53% |
03.05.2024 | 5.82% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 747'876 | 249'292 | 125'740 CHF | 44'406 CHF | 98.72% | 98.72% |
02.05.2024 | 5.86% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 767'379 | 255'793 | 127'329 CHF | 45'001 CHF | 98.34% | 98.34% |