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 | 6.81% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 128'145 CHF | 45'715 CHF | 99.38% | 99.38% |
15.05.2024 | 7.89% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 971'263 | 371'263 | 118'270 CHF | 48'788 CHF | 98.97% | 98.97% |
14.05.2024 | 8.82% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 108'639 CHF | 47'456 CHF | 78.99% | 98.35% |
13.05.2024 | 11.30% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 998'771 | 404'949 | 85'703 CHF | 38'671 CHF | 97.20% | 97.20% |
10.05.2024 | 9.99% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 95'392 CHF | 42'157 CHF | 95.49% | 95.49% |
08.05.2024 | 8.84% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 110'949 CHF | 48'380 CHF | 98.08% | 98.08% |
07.05.2024 | 6.83% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 127'420 CHF | 45'473 CHF | 96.87% | 96.87% |
06.05.2024 | 6.89% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 918'736 | 318'736 | 128'715 CHF | 47'819 CHF | 92.22% | 92.22% |
03.05.2024 | 7.25% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 132'989 CHF | 57'195 CHF | 98.57% | 98.57% |
02.05.2024 | 7.20% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 936'969 | 336'969 | 125'855 CHF | 48'424 CHF | 97.77% | 97.77% |