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 | 5.01% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 646'319 | 215'440 | 128'579 CHF | 45'014 CHF | 96.71% | 96.71% |
15.05.2024 | 6.67% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 109'025 CHF | 38'842 CHF | 99.57% | 99.57% |
14.05.2024 | 4.52% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 702'927 | 235'001 | 165'471 CHF | 57'583 CHF | 93.88% | 93.88% |
13.05.2024 | 3.49% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 169'464 CHF | 58'488 CHF | 99.04% | 99.04% |
10.05.2024 | 4.71% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 155'506 CHF | 54'335 CHF | 99.58% | 99.58% |
08.05.2024 | 6.12% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 880'580 | 293'527 | 139'441 CHF | 49'416 CHF | 98.20% | 98.20% |
07.05.2024 | 5.00% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 146'339 CHF | 51'280 CHF | 98.43% | 98.43% |
06.05.2024 | 4.02% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 749'491 | 249'830 | 182'730 CHF | 63'408 CHF | 99.56% | 99.56% |
03.05.2024 | 4.13% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 178'002 CHF | 61'834 CHF | 95.71% | 95.71% |
02.05.2024 | 6.16% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 899'769 | 299'923 | 142'162 CHF | 50'387 CHF | 96.97% | 96.97% |