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 | 2.53% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 293'144 CHF | 100'215 CHF | 99.11% | 99.11% |
15.05.2024 | 2.29% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 323'333 CHF | 110'278 CHF | 99.73% | 99.73% |
14.05.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 329'874 CHF | 112'458 CHF | 93.46% | 93.46% |
13.05.2024 | 2.50% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 296'489 CHF | 101'330 CHF | 98.32% | 98.32% |
10.05.2024 | 2.78% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 897'828 | 299'276 | 318'129 CHF | 109'036 CHF | 96.44% | 96.44% |
08.05.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 311'479 CHF | 106'826 CHF | 99.57% | 99.57% |
07.05.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 316'922 CHF | 108'641 CHF | 98.49% | 98.49% |
06.05.2024 | 2.58% | 0.36 CHF | 0.37 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 345'018 CHF | 118'006 CHF | 98.53% | 98.53% |
03.05.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 900'000 | 300'000 | 813'253 | 271'084 | 330'707 CHF | 112'946 CHF | 99.62% | 99.62% |
02.05.2024 | 2.24% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 330'727 CHF | 112'742 CHF | 99.46% | 99.46% |