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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 9.78% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 749'806 | 249'935 | 73'288 CHF | 26'929 CHF | 98.46% | 98.46% |
16.05.2024 | 5.34% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 82'874 CHF | 29'125 CHF | 97.07% | 97.07% |
15.05.2024 | 7.15% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 454'765 | 151'588 | 61'926 CHF | 22'158 CHF | 99.07% | 99.07% |
14.05.2024 | 6.46% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 584'029 | 194'676 | 87'611 CHF | 31'150 CHF | 97.32% | 97.32% |
13.05.2024 | 6.68% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 86'982 CHF | 30'994 CHF | 92.38% | 92.38% |
10.05.2024 | 5.52% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 575'660 | 191'887 | 101'380 CHF | 35'712 CHF | 98.69% | 98.69% |
08.05.2024 | 8.74% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 82'281 CHF | 29'927 CHF | 96.90% | 96.90% |
07.05.2024 | 10.54% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 851'209 | 283'736 | 76'696 CHF | 28'403 CHF | 96.44% | 96.44% |
06.05.2024 | 12.66% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 923'070 | 323'070 | 68'454 CHF | 27'126 CHF | 90.70% | 90.70% |
03.05.2024 | 14.08% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 979'733 | 379'733 | 65'117 CHF | 28'928 CHF | 94.26% | 94.26% |