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 | 2.06% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 287'809 CHF | 97'936 CHF | 99.15% | 99.15% |
15.05.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 319'811 CHF | 108'604 CHF | 99.70% | 99.70% |
14.05.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 324'972 CHF | 110'324 CHF | 93.47% | 93.47% |
13.05.2024 | 2.05% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 289'526 CHF | 98'509 CHF | 98.32% | 98.32% |
10.05.2024 | 2.27% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 745'691 | 248'564 | 325'201 CHF | 110'886 CHF | 96.44% | 96.44% |
08.05.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 321'513 CHF | 109'671 CHF | 99.56% | 99.56% |
07.05.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 325'114 CHF | 110'871 CHF | 98.51% | 98.51% |
06.05.2024 | 2.10% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 353'009 CHF | 120'170 CHF | 98.55% | 98.55% |
03.05.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 750'000 | 250'000 | 644'480 | 214'827 | 324'404 CHF | 110'283 CHF | 99.48% | 99.48% |
02.05.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 326'854 CHF | 110'951 CHF | 99.51% | 99.51% |