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 | 5.19% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 901'333 | 301'333 | 169'354 CHF | 59'625 CHF | 98.51% | 98.51% |
15.05.2024 | 4.72% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 186'461 CHF | 65'154 CHF | 92.79% | 92.79% |
14.05.2024 | 4.47% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 196'763 CHF | 68'588 CHF | 91.46% | 91.46% |
13.05.2024 | 5.15% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 170'550 CHF | 59'850 CHF | 85.86% | 85.86% |
10.05.2024 | 5.62% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 980'810 | 380'810 | 169'566 CHF | 69'562 CHF | 87.38% | 87.38% |
08.05.2024 | 5.77% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 997'471 | 397'471 | 168'141 CHF | 70'943 CHF | 97.68% | 97.68% |
07.05.2024 | 4.51% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 195'244 CHF | 68'081 CHF | 86.83% | 86.83% |
06.05.2024 | 4.38% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 201'255 CHF | 70'085 CHF | 85.90% | 85.90% |
03.05.2024 | 4.59% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 191'875 CHF | 66'959 CHF | 92.00% | 92.00% |
02.05.2024 | 4.57% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 192'792 CHF | 67'264 CHF | 91.97% | 91.97% |