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 | 2.24% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 331'088 CHF | 112'863 CHF | 99.16% | 99.16% |
15.05.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 306'508 CHF | 104'669 CHF | 99.72% | 99.72% |
14.05.2024 | 2.45% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 302'909 CHF | 103'470 CHF | 93.44% | 93.44% |
13.05.2024 | 2.22% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 334'796 CHF | 114'099 CHF | 98.34% | 98.34% |
10.05.2024 | 1.96% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 625'775 | 208'592 | 316'034 CHF | 107'431 CHF | 96.45% | 96.45% |
08.05.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 743'583 | 247'861 | 393'957 CHF | 133'798 CHF | 99.57% | 99.57% |
07.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 387'968 CHF | 131'823 CHF | 98.50% | 98.50% |
06.05.2024 | 2.08% | 0.50 CHF | 0.51 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 356'340 CHF | 121'280 CHF | 98.50% | 98.50% |
03.05.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 340'603 CHF | 116'034 CHF | 99.50% | 99.50% |
02.05.2024 | 2.33% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 318'245 CHF | 108'582 CHF | 99.47% | 99.47% |