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 | 2.25% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 330'311 CHF | 112'604 CHF | 99.12% | 99.12% |
15.05.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 301'752 CHF | 103'084 CHF | 99.45% | 99.45% |
14.05.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 300'074 CHF | 102'525 CHF | 93.42% | 93.42% |
13.05.2024 | 2.26% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 328'192 CHF | 111'897 CHF | 98.33% | 98.33% |
10.05.2024 | 2.00% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 371'253 CHF | 126'251 CHF | 96.13% | 96.13% |
08.05.2024 | 1.94% | 0.53 CHF | 0.54 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 382'570 CHF | 130'023 CHF | 99.51% | 99.51% |
07.05.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 373'163 CHF | 126'888 CHF | 98.50% | 98.50% |
06.05.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 346'907 CHF | 118'136 CHF | 98.53% | 98.53% |
03.05.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 330'593 CHF | 112'698 CHF | 99.62% | 99.62% |
02.05.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 311'079 CHF | 106'193 CHF | 99.46% | 99.46% |