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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 3.53% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 167'103 CHF | 57'701 CHF | 98.87% | 98.87% |
14.05.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 602'315 | 200'772 | 162'883 CHF | 56'302 CHF | 99.53% | 99.53% |
13.05.2024 | 3.98% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 738'914 | 246'305 | 181'940 CHF | 63'110 CHF | 96.97% | 96.97% |
10.05.2024 | 4.00% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 184'051 CHF | 63'850 CHF | 96.63% | 96.63% |
08.05.2024 | 4.34% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 169'257 CHF | 58'919 CHF | 99.30% | 99.30% |
07.05.2024 | 4.16% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 176'699 CHF | 61'400 CHF | 99.01% | 99.01% |
06.05.2024 | 4.41% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 166'429 CHF | 57'976 CHF | 97.74% | 97.74% |
03.05.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 749'999 | 250'000 | 191'871 CHF | 66'457 CHF | 90.26% | 90.26% |
02.05.2024 | 6.83% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 141'601 CHF | 60'640 CHF | 97.36% | 97.36% |
30.04.2024 | 5.90% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 927'753 | 327'753 | 152'593 CHF | 57'101 CHF | 99.42% | 99.42% |