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 | 5.79% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 102'353 CHF | 36'118 CHF | 98.72% | 98.72% |
15.05.2024 | 4.25% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 142'049 CHF | 49'350 CHF | 98.70% | 98.70% |
14.05.2024 | 5.59% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 105'784 CHF | 37'262 CHF | 97.95% | 98.80% |
13.05.2024 | 4.85% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 120'848 CHF | 42'283 CHF | 93.49% | 93.49% |
10.05.2024 | 5.09% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 115'395 CHF | 40'465 CHF | 98.80% | 98.80% |
08.05.2024 | 4.27% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 137'569 CHF | 47'856 CHF | 98.72% | 98.72% |
07.05.2024 | 5.02% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 117'349 CHF | 41'116 CHF | 98.72% | 98.72% |
06.05.2024 | 6.11% | 0.14 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 95'792 CHF | 33'931 CHF | 98.78% | 98.78% |
03.05.2024 | 4.86% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 120'584 CHF | 42'195 CHF | 98.74% | 98.74% |
02.05.2024 | 4.50% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 130'824 CHF | 45'608 CHF | 98.75% | 98.75% |