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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.74% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 269'663 CHF | 92'388 CHF | 99.15% | 99.15% |
16.05.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 282'685 CHF | 96'728 CHF | 99.37% | 99.37% |
15.05.2024 | 2.50% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 296'657 CHF | 101'386 CHF | 99.15% | 99.15% |
14.05.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 249'988 | 289'199 CHF | 98'895 CHF | 99.35% | 99.35% |
13.05.2024 | 2.65% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 757'082 | 252'357 | 282'480 CHF | 96'682 CHF | 98.85% | 98.85% |
10.05.2024 | 2.87% | 0.33 CHF | 0.34 CHF | 900'000 | 300'000 | 820'984 | 273'661 | 281'833 CHF | 96'681 CHF | 99.37% | 99.37% |
08.05.2024 | 3.69% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 239'185 CHF | 82'728 CHF | 99.37% | 99.37% |
07.05.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 260'665 CHF | 89'889 CHF | 98.13% | 98.13% |
06.05.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 270'662 CHF | 93'221 CHF | 99.37% | 99.37% |
03.05.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 269'449 CHF | 92'816 CHF | 99.14% | 99.14% |