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 | 2.89% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 256'174 CHF | 87'891 CHF | 99.11% | 99.11% |
15.05.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 232'048 CHF | 79'850 CHF | 99.47% | 99.47% |
14.05.2024 | 3.24% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 227'792 CHF | 78'431 CHF | 93.46% | 93.46% |
13.05.2024 | 2.88% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 257'616 CHF | 88'372 CHF | 98.33% | 98.33% |
10.05.2024 | 2.44% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 303'899 CHF | 103'800 CHF | 96.44% | 96.44% |
08.05.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 323'450 CHF | 110'317 CHF | 99.47% | 99.47% |
07.05.2024 | 2.35% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 314'885 CHF | 107'462 CHF | 98.50% | 98.50% |
06.05.2024 | 2.59% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 286'031 CHF | 97'844 CHF | 98.54% | 98.54% |
03.05.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 271'486 CHF | 92'995 CHF | 99.56% | 99.56% |
02.05.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 250'852 CHF | 86'117 CHF | 99.52% | 99.52% |