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 | 5.50% | 0.40 CHF | 0.43 CHF | 200'000 | 200'000 | 249'005 | 200'000 | 103'398 CHF | 86'876 CHF | 89.02% | 89.19% |
15.05.2024 | 4.13% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 249'766 | 178'372 CHF | 61'903 CHF | 98.32% | 98.32% |
14.05.2024 | 5.35% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 893'793 | 297'997 | 162'961 CHF | 57'312 CHF | 99.37% | 99.37% |
13.05.2024 | 4.07% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'037 | 249'840 | 181'383 CHF | 62'918 CHF | 98.92% | 98.92% |
10.05.2024 | 4.24% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 749'988 | 249'968 | 173'389 CHF | 60'289 CHF | 99.38% | 99.38% |
08.05.2024 | 5.76% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 151'769 CHF | 53'590 CHF | 99.35% | 99.35% |
07.05.2024 | 6.77% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 974'840 | 374'840 | 139'279 CHF | 57'122 CHF | 94.64% | 94.64% |
06.05.2024 | 7.77% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 124'073 CHF | 53'629 CHF | 99.37% | 99.37% |
03.05.2024 | 10.07% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 444'150 | 96'128 CHF | 46'547 CHF | 99.36% | 99.36% |
02.05.2024 | 7.83% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 986'174 | 397'084 | 124'208 CHF | 53'343 CHF | 99.36% | 99.36% |