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 | 3.95% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 696'105 | 232'035 | 173'907 CHF | 60'289 CHF | 98.69% | 98.69% |
15.05.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 232'738 CHF | 79'579 CHF | 99.26% | 99.26% |
14.05.2024 | 2.59% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 228'638 CHF | 78'213 CHF | 99.15% | 99.15% |
13.05.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 251'862 CHF | 85'954 CHF | 95.26% | 95.26% |
10.05.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 244'667 CHF | 83'556 CHF | 99.24% | 99.24% |
08.05.2024 | 3.07% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 192'849 CHF | 66'283 CHF | 99.19% | 99.19% |
07.05.2024 | 3.69% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 721'180 | 240'393 | 193'030 CHF | 66'747 CHF | 99.11% | 99.11% |
06.05.2024 | 3.60% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 749'981 | 249'994 | 204'842 CHF | 70'780 CHF | 99.09% | 99.09% |
03.05.2024 | 4.03% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 182'885 CHF | 63'462 CHF | 99.11% | 99.11% |
02.05.2024 | 4.22% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 174'038 CHF | 60'513 CHF | 98.82% | 98.82% |