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 | 2.18% | 0.43 CHF | 0.44 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 408'873 CHF | 139'291 CHF | 98.94% | 98.94% |
15.05.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 423'175 CHF | 144'058 CHF | 98.75% | 98.75% |
14.05.2024 | 1.89% | 0.48 CHF | 0.49 CHF | 900'000 | 300'000 | 896'487 | 298'841 | 470'400 CHF | 159'795 CHF | 98.46% | 98.46% |
13.05.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 455'835 CHF | 154'945 CHF | 94.82% | 94.82% |
10.05.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 440'424 CHF | 149'808 CHF | 99.04% | 99.04% |
08.05.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 407'844 CHF | 138'948 CHF | 98.33% | 98.33% |
07.05.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 400'413 CHF | 136'471 CHF | 98.81% | 98.81% |
06.05.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 395'728 CHF | 134'909 CHF | 98.91% | 98.91% |
03.05.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 393'539 CHF | 134'180 CHF | 99.10% | 99.10% |
02.05.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 418'026 CHF | 142'342 CHF | 98.05% | 98.05% |