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 | 2.47% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 240'553 CHF | 82'185 CHF | 98.15% | 98.15% |
15.05.2024 | 2.92% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 203'259 CHF | 69'753 CHF | 95.53% | 95.53% |
14.05.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 203'063 CHF | 69'688 CHF | 97.64% | 97.64% |
13.05.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 195'161 CHF | 67'054 CHF | 93.28% | 93.28% |
10.05.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 216'131 CHF | 74'044 CHF | 96.64% | 96.64% |
08.05.2024 | 3.19% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'539 | 200'180 | 185'726 CHF | 63'910 CHF | 98.49% | 98.49% |
07.05.2024 | 4.13% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 177'877 CHF | 61'792 CHF | 97.53% | 97.53% |
06.05.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 192'585 CHF | 66'695 CHF | 98.35% | 98.35% |
03.05.2024 | 4.70% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 770'917 | 261'790 | 165'944 CHF | 58'433 CHF | 97.88% | 97.88% |
02.05.2024 | 8.23% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 116'746 CHF | 50'698 CHF | 97.48% | 97.48% |