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 | 2.93% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 872'779 | 290'926 | 293'576 CHF | 100'768 CHF | 99.19% | 99.19% |
15.05.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 281'393 CHF | 96'798 CHF | 98.92% | 98.92% |
14.05.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 900'000 | 299'978 | 268'181 CHF | 92'387 CHF | 98.17% | 98.17% |
13.05.2024 | 3.70% | 0.32 CHF | 0.33 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 240'275 CHF | 83'092 CHF | 96.95% | 96.95% |
10.05.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 900'000 | 299'946 | 247'197 CHF | 85'384 CHF | 99.39% | 99.39% |
08.05.2024 | 3.43% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 259'562 CHF | 89'521 CHF | 98.03% | 98.03% |
07.05.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 298'280 CHF | 102'427 CHF | 97.08% | 97.08% |
06.05.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 900'000 | 300'000 | 899'976 | 300'000 | 294'326 CHF | 101'111 CHF | 92.14% | 92.14% |
03.05.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 282'553 CHF | 97'184 CHF | 98.27% | 98.27% |
02.05.2024 | 3.13% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 894'531 | 298'121 | 281'471 CHF | 96'788 CHF | 96.72% | 96.72% |