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 | 4.31% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 461'539 | 153'846 | 104'804 CHF | 36'473 CHF | 98.21% | 98.21% |
15.05.2024 | 5.99% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 98'151 CHF | 34'717 CHF | 95.39% | 95.39% |
14.05.2024 | 5.93% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 98'617 CHF | 34'872 CHF | 97.69% | 97.69% |
13.05.2024 | 6.37% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 91'390 CHF | 32'463 CHF | 93.28% | 93.28% |
10.05.2024 | 5.19% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 112'675 CHF | 39'558 CHF | 96.62% | 96.62% |
08.05.2024 | 6.65% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 707'528 | 235'843 | 103'040 CHF | 36'705 CHF | 98.53% | 98.53% |
07.05.2024 | 10.54% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'028 | 300'028 | 81'092 CHF | 30'032 CHF | 97.53% | 97.53% |
06.05.2024 | 8.91% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 889'869 | 296'623 | 95'507 CHF | 34'802 CHF | 98.29% | 98.29% |
03.05.2024 | 13.34% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 939'922 | 349'106 | 75'957 CHF | 30'750 CHF | 97.88% | 97.88% |
02.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 CHF | 15'000 CHF | 97.45% | 97.45% |