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 | 3.60% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 204'768 CHF | 70'756 CHF | 99.16% | 99.16% |
15.05.2024 | 4.07% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 180'431 CHF | 62'644 CHF | 99.44% | 99.44% |
14.05.2024 | 4.15% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 177'370 CHF | 61'624 CHF | 93.45% | 93.45% |
13.05.2024 | 3.57% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 206'983 CHF | 71'494 CHF | 98.32% | 98.32% |
10.05.2024 | 2.88% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 621'104 | 207'035 | 212'317 CHF | 72'843 CHF | 96.12% | 96.12% |
08.05.2024 | 2.67% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 222'068 CHF | 76'023 CHF | 99.56% | 99.56% |
07.05.2024 | 2.74% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 616'624 | 205'541 | 221'666 CHF | 75'944 CHF | 98.49% | 98.49% |
06.05.2024 | 3.11% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 749'530 | 249'843 | 237'405 CHF | 81'634 CHF | 98.56% | 98.56% |
03.05.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 225'345 CHF | 77'615 CHF | 99.43% | 99.43% |
02.05.2024 | 3.59% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 204'959 CHF | 70'820 CHF | 99.47% | 99.47% |