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 | 4.69% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 124'955 CHF | 43'652 CHF | 99.15% | 99.15% |
15.05.2024 | 5.00% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 117'031 CHF | 41'010 CHF | 99.47% | 99.47% |
14.05.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 599'911 | 200'000 | 114'015 CHF | 40'011 CHF | 96.35% | 96.35% |
13.05.2024 | 5.71% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 199'991 | 102'186 CHF | 36'061 CHF | 99.03% | 99.03% |
10.05.2024 | 5.79% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 100'737 CHF | 35'579 CHF | 99.40% | 99.40% |
08.05.2024 | 6.29% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 92'479 CHF | 32'826 CHF | 99.32% | 99.32% |
07.05.2024 | 6.01% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 96'911 CHF | 34'304 CHF | 99.36% | 99.36% |
06.05.2024 | 5.49% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 106'369 CHF | 37'456 CHF | 99.19% | 99.19% |
03.05.2024 | 5.16% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 601'679 | 200'560 | 114'383 CHF | 40'133 CHF | 99.27% | 99.27% |
02.05.2024 | 4.58% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 599'853 | 200'000 | 128'346 CHF | 44'792 CHF | 98.84% | 98.84% |