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 | 5.62% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 852'169 | 284'056 | 147'198 CHF | 51'907 CHF | 98.57% | 98.57% |
15.05.2024 | 4.94% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 759'552 | 253'184 | 150'189 CHF | 52'595 CHF | 93.01% | 93.01% |
14.05.2024 | 4.58% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 159'904 CHF | 55'801 CHF | 91.38% | 91.38% |
13.05.2024 | 5.41% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 759'986 | 253'329 | 136'675 CHF | 48'092 CHF | 85.90% | 85.90% |
10.05.2024 | 5.98% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 146'166 CHF | 51'722 CHF | 87.19% | 87.19% |
08.05.2024 | 6.09% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'011 | 300'236 | 143'930 CHF | 51'012 CHF | 97.70% | 97.70% |
07.05.2024 | 4.55% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 161'024 CHF | 56'175 CHF | 86.76% | 86.76% |
06.05.2024 | 4.38% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 167'693 CHF | 58'398 CHF | 85.91% | 85.91% |
03.05.2024 | 4.63% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 158'280 CHF | 55'260 CHF | 92.03% | 92.03% |
02.05.2024 | 4.61% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 159'232 CHF | 55'577 CHF | 91.98% | 91.98% |