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 | 2.96% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 199'881 CHF | 68'627 CHF | 99.19% | 99.19% |
15.05.2024 | 3.32% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 222'438 CHF | 76'646 CHF | 99.43% | 99.43% |
14.05.2024 | 3.38% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 218'090 CHF | 75'197 CHF | 93.45% | 93.45% |
13.05.2024 | 2.92% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 631'389 | 210'463 | 212'439 CHF | 72'918 CHF | 98.33% | 98.33% |
10.05.2024 | 2.44% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 242'984 CHF | 82'995 CHF | 96.10% | 96.10% |
08.05.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 263'951 CHF | 89'984 CHF | 99.51% | 99.51% |
07.05.2024 | 2.31% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 256'602 CHF | 87'534 CHF | 98.50% | 98.50% |
06.05.2024 | 2.59% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 228'570 CHF | 78'190 CHF | 98.50% | 98.50% |
03.05.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 662'943 | 220'981 | 239'540 CHF | 82'056 CHF | 99.56% | 99.56% |
02.05.2024 | 2.99% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 247'375 CHF | 84'958 CHF | 99.47% | 99.47% |