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 | 4.50% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 742'105 | 247'368 | 161'508 CHF | 56'310 CHF | 97.17% | 97.17% |
15.05.2024 | 4.98% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 147'051 CHF | 51'517 CHF | 98.31% | 98.31% |
14.05.2024 | 4.72% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 155'457 CHF | 54'319 CHF | 97.34% | 97.34% |
13.05.2024 | 4.86% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 150'663 CHF | 52'721 CHF | 92.56% | 92.56% |
10.05.2024 | 4.52% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 162'182 CHF | 56'561 CHF | 98.74% | 98.74% |
08.05.2024 | 5.92% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 147'767 CHF | 52'256 CHF | 96.42% | 96.42% |
07.05.2024 | 6.68% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 907'285 | 307'285 | 131'767 CHF | 47'627 CHF | 97.01% | 97.01% |
06.05.2024 | 7.64% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 126'116 CHF | 54'447 CHF | 90.42% | 90.42% |
03.05.2024 | 8.05% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 999'773 | 399'777 | 119'495 CHF | 51'778 CHF | 94.35% | 94.35% |
02.05.2024 | 8.05% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 119'434 CHF | 51'774 CHF | 97.77% | 97.77% |