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 | 3.11% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 190'763 CHF | 65'588 CHF | 98.72% | 98.72% |
15.05.2024 | 2.60% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 230'280 CHF | 78'760 CHF | 98.69% | 98.69% |
14.05.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 182'353 CHF | 62'784 CHF | 98.80% | 98.80% |
13.05.2024 | 3.03% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 195'226 CHF | 67'075 CHF | 93.42% | 93.42% |
10.05.2024 | 3.10% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 190'753 CHF | 65'584 CHF | 98.78% | 98.78% |
08.05.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 218'926 CHF | 74'976 CHF | 98.73% | 98.73% |
07.05.2024 | 3.01% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 197'239 CHF | 67'746 CHF | 98.72% | 98.72% |
06.05.2024 | 3.36% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 175'711 CHF | 60'570 CHF | 98.81% | 98.81% |
03.05.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 202'465 CHF | 69'488 CHF | 98.74% | 98.74% |
02.05.2024 | 2.74% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 216'685 CHF | 74'228 CHF | 98.76% | 98.76% |