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 | 7.29% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 908'024 | 308'024 | 120'218 CHF | 43'795 CHF | 98.49% | 98.49% |
15.05.2024 | 6.63% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 131'703 CHF | 46'901 CHF | 98.31% | 98.31% |
14.05.2024 | 6.46% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 134'906 CHF | 47'969 CHF | 99.36% | 99.36% |
13.05.2024 | 6.89% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 903'882 | 303'882 | 126'763 CHF | 45'656 CHF | 98.92% | 98.92% |
10.05.2024 | 6.80% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 909'467 | 309'467 | 129'560 CHF | 47'102 CHF | 99.37% | 99.37% |
08.05.2024 | 6.47% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 859'069 | 286'356 | 128'419 CHF | 45'670 CHF | 99.37% | 99.37% |
07.05.2024 | 5.41% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 135'082 CHF | 47'527 CHF | 94.72% | 94.72% |
06.05.2024 | 5.30% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 137'783 CHF | 48'428 CHF | 99.36% | 99.36% |
03.05.2024 | 5.40% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 135'345 CHF | 47'615 CHF | 99.36% | 99.36% |
02.05.2024 | 5.69% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 128'155 CHF | 45'218 CHF | 99.37% | 99.37% |