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 | 7.21% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 664'112 | 221'371 | 88'691 CHF | 31'777 CHF | 98.55% | 98.55% |
15.05.2024 | 3.38% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 131'368 CHF | 45'289 CHF | 92.73% | 92.73% |
14.05.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 144'746 CHF | 49'749 CHF | 91.20% | 91.20% |
13.05.2024 | 3.82% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 115'804 CHF | 40'101 CHF | 85.85% | 85.85% |
10.05.2024 | 4.58% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 96'119 CHF | 33'540 CHF | 87.16% | 87.16% |
08.05.2024 | 5.08% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 453'253 | 151'084 | 87'519 CHF | 30'684 CHF | 97.70% | 97.70% |
07.05.2024 | 3.43% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 129'125 CHF | 44'542 CHF | 86.67% | 86.67% |
06.05.2024 | 3.34% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 132'690 CHF | 45'730 CHF | 85.77% | 85.77% |
03.05.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 120'801 CHF | 41'767 CHF | 91.92% | 91.92% |
02.05.2024 | 3.71% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 119'128 CHF | 41'209 CHF | 92.06% | 92.06% |