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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.56% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 191'654 CHF | 64'885 CHF | 99.17% | 99.17% |
14.05.2024 | 2.18% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 303'451 | 100'000 | 138'600 CHF | 46'763 CHF | 99.16% | 99.16% |
13.05.2024 | 3.49% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 126'866 CHF | 43'789 CHF | 98.58% | 98.58% |
10.05.2024 | 3.43% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 129'401 CHF | 44'634 CHF | 99.17% | 99.17% |
08.05.2024 | 3.62% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 122'246 CHF | 42'249 CHF | 99.17% | 99.17% |
07.05.2024 | 3.98% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 111'360 CHF | 38'620 CHF | 97.94% | 97.94% |
06.05.2024 | 4.62% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 456'263 | 152'088 | 96'535 CHF | 33'699 CHF | 99.17% | 99.17% |
03.05.2024 | 4.02% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 110'003 CHF | 38'168 CHF | 99.16% | 99.16% |
02.05.2024 | 4.98% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 117'724 CHF | 41'241 CHF | 99.15% | 99.15% |
30.04.2024 | 5.45% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 107'248 CHF | 37'749 CHF | 99.16% | 99.16% |