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 | 3.49% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 211'704 CHF | 73'068 CHF | 96.85% | 96.85% |
15.05.2024 | 5.13% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 871'968 | 290'656 | 165'891 CHF | 58'204 CHF | 98.91% | 98.91% |
14.05.2024 | 6.32% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 915'309 | 315'309 | 140'505 CHF | 51'502 CHF | 98.30% | 98.30% |
13.05.2024 | 5.68% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 154'009 CHF | 54'336 CHF | 98.08% | 98.08% |
10.05.2024 | 5.03% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 174'884 CHF | 61'295 CHF | 97.71% | 97.71% |
08.05.2024 | 4.64% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 189'926 CHF | 66'309 CHF | 97.97% | 97.97% |
07.05.2024 | 4.26% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 206'872 CHF | 71'958 CHF | 97.79% | 97.79% |
06.05.2024 | 4.56% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 193'780 CHF | 67'593 CHF | 98.23% | 98.23% |
03.05.2024 | 6.30% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 154'237 CHF | 65'695 CHF | 98.31% | 98.31% |
02.05.2024 | 6.06% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 161'213 CHF | 68'485 CHF | 97.56% | 97.56% |