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 | 2.97% | 0.34 CHF | 0.35 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 298'939 CHF | 102'646 CHF | 99.11% | 99.11% |
15.05.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 900'000 | 300'000 | 898'224 | 299'408 | 330'419 CHF | 113'134 CHF | 99.72% | 99.72% |
14.05.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 900'000 | 300'000 | 799'883 | 266'628 | 302'736 CHF | 103'578 CHF | 93.45% | 93.45% |
13.05.2024 | 2.93% | 0.36 CHF | 0.37 CHF | 900'000 | 300'000 | 899'779 | 299'926 | 302'806 CHF | 103'935 CHF | 98.33% | 98.33% |
10.05.2024 | 3.25% | 0.33 CHF | 0.34 CHF | 900'000 | 300'000 | 982'882 | 382'882 | 297'355 CHF | 119'513 CHF | 96.45% | 96.45% |
08.05.2024 | 3.35% | 0.29 CHF | 0.30 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 293'581 CHF | 121'432 CHF | 99.57% | 99.57% |
07.05.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 299'269 CHF | 123'708 CHF | 98.50% | 98.50% |
06.05.2024 | 3.02% | 0.31 CHF | 0.32 CHF | 1'000'000 | 400'000 | 921'537 | 321'537 | 300'294 CHF | 107'775 CHF | 98.55% | 98.55% |
03.05.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 316'082 CHF | 108'361 CHF | 99.47% | 99.47% |
02.05.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 339'882 CHF | 116'294 CHF | 99.52% | 99.52% |