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 | 4.26% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 103'491 CHF | 35'997 CHF | 99.17% | 99.17% |
15.05.2024 | 6.36% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 553'396 | 184'521 | 84'147 CHF | 29'902 CHF | 94.74% | 94.74% |
14.05.2024 | 9.73% | 0.11 CHF | 0.12 CHF | 600'000 | 200'000 | 345'953 | 205'185 | 36'206 CHF | 22'305 CHF | 99.05% | 99.16% |
13.05.2024 | 11.24% | 0.10 CHF | 0.11 CHF | 200'000 | 200'000 | 237'474 | 237'330 | 20'039 CHF | 22'398 CHF | 98.53% | 98.53% |
10.05.2024 | 12.60% | 0.09 CHF | 0.10 CHF | 250'000 | 250'000 | 249'973 | 250'000 | 18'706 CHF | 21'208 CHF | 99.17% | 99.17% |
08.05.2024 | 11.96% | 0.08 CHF | 0.09 CHF | 250'000 | 250'000 | 250'000 | 249'943 | 19'857 CHF | 22'352 CHF | 99.17% | 99.17% |
07.05.2024 | 11.66% | 0.09 CHF | 0.10 CHF | 250'000 | 250'000 | 295'914 | 249'870 | 24'054 CHF | 22'773 CHF | 97.94% | 97.94% |
06.05.2024 | 12.66% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 249'921 | 55'725 CHF | 21'069 CHF | 99.04% | 99.04% |
03.05.2024 | 12.13% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 58'718 CHF | 22'073 CHF | 99.16% | 99.16% |
02.05.2024 | 11.73% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 60'609 CHF | 22'703 CHF | 99.14% | 99.14% |