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 | 1.67% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 266'887 CHF | 90'463 CHF | 98.91% | 98.91% |
15.05.2024 | 1.74% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 256'670 CHF | 87'057 CHF | 99.09% | 99.09% |
14.05.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 540'049 | 180'016 | 292'316 CHF | 99'239 CHF | 98.74% | 98.74% |
13.05.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 501'054 | 167'018 | 281'533 CHF | 95'515 CHF | 95.26% | 95.26% |
10.05.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'682 | 150'227 | 266'677 CHF | 90'395 CHF | 98.67% | 98.67% |
08.05.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 268'466 CHF | 91'489 CHF | 99.06% | 99.06% |
07.05.2024 | 2.29% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 623'825 | 207'942 | 271'950 CHF | 92'729 CHF | 97.74% | 97.74% |
06.05.2024 | 5.41% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 934'246 | 334'246 | 168'042 CHF | 63'209 CHF | 99.08% | 99.08% |
03.05.2024 | 5.51% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 952'035 | 352'035 | 167'978 CHF | 65'493 CHF | 99.09% | 99.09% |
02.05.2024 | 5.16% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 906'684 | 306'684 | 171'697 CHF | 61'032 CHF | 98.83% | 98.83% |