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 | 5.66% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 171'936 CHF | 72'774 CHF | 97.99% | 97.99% |
15.05.2024 | 3.38% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 784'299 | 261'433 | 229'200 CHF | 79'014 CHF | 97.47% | 97.47% |
14.05.2024 | 2.59% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 609'903 | 203'301 | 232'748 CHF | 79'616 CHF | 97.24% | 97.24% |
13.05.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 638'150 | 212'717 | 234'978 CHF | 80'453 CHF | 99.04% | 99.04% |
10.05.2024 | 2.43% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'950 | 200'317 | 244'616 CHF | 83'542 CHF | 99.59% | 99.59% |
08.05.2024 | 1.97% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 303'098 CHF | 103'033 CHF | 99.57% | 99.57% |
07.05.2024 | 1.91% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 311'867 CHF | 105'956 CHF | 99.59% | 99.59% |
06.05.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 502'713 | 167'571 | 309'832 CHF | 104'953 CHF | 99.56% | 99.56% |
03.05.2024 | 1.18% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 381'746 CHF | 128'749 CHF | 99.35% | 99.35% |
02.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 448'417 | 149'472 | 501'521 CHF | 168'668 CHF | 99.56% | 99.56% |