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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 750'000 | 250'000 | 737'210 | 245'737 | 615'336 CHF | 207'569 CHF | 99.07% | 99.07% |
16.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 509'040 CHF | 172'180 CHF | 99.27% | 99.27% |
15.05.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 900'000 | 300'000 | 899'678 | 299'893 | 400'196 CHF | 136'398 CHF | 99.08% | 99.08% |
14.05.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 900'000 | 300'000 | 892'026 | 297'342 | 363'072 CHF | 123'998 CHF | 99.27% | 99.27% |
13.05.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 395'461 CHF | 134'320 CHF | 98.81% | 98.81% |
10.05.2024 | 1.81% | 0.57 CHF | 0.58 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 411'920 CHF | 139'807 CHF | 99.27% | 99.27% |
08.05.2024 | 2.35% | 0.44 CHF | 0.45 CHF | 900'000 | 300'000 | 899'966 | 300'000 | 379'391 CHF | 129'469 CHF | 99.27% | 99.27% |
07.05.2024 | 2.89% | 0.39 CHF | 0.40 CHF | 900'000 | 300'000 | 913'862 | 313'862 | 312'277 CHF | 110'173 CHF | 99.27% | 99.27% |
06.05.2024 | 3.31% | 0.32 CHF | 0.33 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 297'376 CHF | 122'950 CHF | 99.27% | 99.27% |
03.05.2024 | 3.73% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 264'593 CHF | 109'837 CHF | 99.15% | 99.15% |