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 | 2.73% | 0.34 CHF | 0.35 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 325'960 CHF | 111'653 CHF | 98.85% | 98.85% |
15.05.2024 | 2.81% | 0.37 CHF | 0.38 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 315'500 CHF | 108'167 CHF | 99.04% | 99.04% |
14.05.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 302'623 CHF | 103'874 CHF | 98.74% | 98.74% |
13.05.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 314'210 CHF | 107'737 CHF | 94.95% | 94.95% |
10.05.2024 | 2.71% | 0.37 CHF | 0.38 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 327'613 CHF | 112'204 CHF | 98.93% | 98.93% |
08.05.2024 | 3.44% | 0.29 CHF | 0.30 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 285'899 CHF | 118'360 CHF | 99.06% | 99.06% |
07.05.2024 | 3.48% | 0.30 CHF | 0.31 CHF | 1'000'000 | 400'000 | 1'000'000 | 409'349 | 285'332 CHF | 120'286 CHF | 98.14% | 98.14% |
06.05.2024 | 6.74% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 143'501 CHF | 76'751 CHF | 98.76% | 98.76% |
03.05.2024 | 6.78% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 142'583 CHF | 76'291 CHF | 98.34% | 98.34% |
02.05.2024 | 6.47% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 149'847 CHF | 79'923 CHF | 98.82% | 98.82% |