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 | 14.02% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 50'286 CHF | 19'262 CHF | 99.31% | 99.31% |
15.05.2024 | 15.43% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 756'449 | 252'150 | 45'241 CHF | 17'602 CHF | 99.30% | 99.30% |
14.05.2024 | 16.00% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 781'369 | 260'456 | 44'940 CHF | 17'585 CHF | 98.62% | 98.62% |
13.05.2024 | 13.08% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 53'720 CHF | 20'407 CHF | 99.41% | 99.41% |
10.05.2024 | 13.35% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 52'446 CHF | 19'982 CHF | 99.26% | 99.26% |
08.05.2024 | 14.87% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 857'865 | 285'955 | 53'339 CHF | 20'639 CHF | 99.33% | 99.33% |
07.05.2024 | 17.31% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 899'335 | 299'778 | 47'845 CHF | 18'946 CHF | 99.38% | 99.38% |
06.05.2024 | 16.12% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 909'934 | 309'934 | 52'143 CHF | 20'812 CHF | 97.88% | 97.88% |
03.05.2024 | 18.33% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 947'988 | 347'988 | 47'404 CHF | 20'771 CHF | 99.31% | 99.31% |
02.05.2024 | 18.05% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 994'178 | 394'178 | 50'154 CHF | 23'797 CHF | 99.38% | 99.38% |