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 | 4.68% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 821'007 | 273'669 | 171'008 CHF | 59'739 CHF | 98.90% | 98.90% |
15.05.2024 | 3.95% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 186'564 CHF | 64'688 CHF | 98.80% | 98.80% |
14.05.2024 | 4.19% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 175'482 CHF | 60'994 CHF | 98.41% | 98.41% |
13.05.2024 | 4.89% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 875'909 | 291'970 | 174'654 CHF | 61'138 CHF | 95.19% | 95.19% |
10.05.2024 | 4.70% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 884'767 | 294'922 | 183'923 CHF | 64'257 CHF | 98.91% | 98.91% |
08.05.2024 | 4.34% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 531'472 | 177'157 | 119'374 CHF | 41'563 CHF | 98.92% | 98.92% |
07.05.2024 | 3.94% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 528'390 | 176'130 | 130'999 CHF | 45'428 CHF | 98.86% | 98.86% |
06.05.2024 | 4.27% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 138'089 CHF | 48'030 CHF | 99.07% | 99.07% |
03.05.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 642'261 | 214'087 | 127'732 CHF | 44'718 CHF | 98.63% | 98.63% |
02.05.2024 | 4.91% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 734'438 | 244'813 | 145'951 CHF | 51'098 CHF | 99.06% | 99.06% |