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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 2.26% | 0.42 CHF | 0.43 CHF | 750'000 | 200'000 | 735'765 | 200'000 | 323'251 CHF | 89'827 CHF | 99.37% | 99.37% |
13.05.2024 | 4.61% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 892'117 | 297'384 | 189'325 CHF | 66'085 CHF | 98.93% | 98.93% |
10.05.2024 | 5.16% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 169'939 CHF | 59'646 CHF | 99.37% | 99.37% |
08.05.2024 | 5.29% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 165'804 CHF | 58'268 CHF | 99.36% | 99.36% |
07.05.2024 | 5.94% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 147'504 CHF | 52'168 CHF | 94.71% | 94.71% |
06.05.2024 | 5.95% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 901'975 | 301'975 | 147'278 CHF | 52'310 CHF | 99.36% | 99.36% |
03.05.2024 | 6.61% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 978'803 | 378'803 | 143'304 CHF | 59'122 CHF | 99.36% | 99.36% |
02.05.2024 | 6.75% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 143'349 CHF | 61'340 CHF | 99.37% | 99.37% |
30.04.2024 | 6.81% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 999'790 | 399'790 | 142'165 CHF | 60'844 CHF | 99.36% | 99.36% |
29.04.2024 | 5.84% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 901'109 | 301'109 | 149'795 CHF | 53'061 CHF | 99.37% | 99.37% |