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 | 5.20% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 168'896 CHF | 59'299 CHF | 97.28% | 97.28% |
15.05.2024 | 4.48% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 903'240 | 303'240 | 198'710 CHF | 69'636 CHF | 99.70% | 99.70% |
14.05.2024 | 4.19% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 210'286 CHF | 73'095 CHF | 98.84% | 98.84% |
13.05.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 216'360 CHF | 75'120 CHF | 98.75% | 98.75% |
10.05.2024 | 3.97% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 222'352 CHF | 77'117 CHF | 99.43% | 99.43% |
08.05.2024 | 4.02% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 896'818 | 298'940 | 218'467 CHF | 75'812 CHF | 99.59% | 99.59% |
07.05.2024 | 2.77% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 776'753 | 258'918 | 290'048 CHF | 99'272 CHF | 98.55% | 98.55% |
06.05.2024 | 2.36% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 314'349 CHF | 107'283 CHF | 99.56% | 99.56% |
03.05.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 293'213 CHF | 100'238 CHF | 99.42% | 99.42% |
02.05.2024 | 2.73% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 270'871 CHF | 92'790 CHF | 99.71% | 99.71% |