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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 6.44% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 753'813 | 251'271 | 113'368 CHF | 40'302 CHF | 96.71% | 96.71% |
23.05.2024 | 6.22% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'322 | 250'107 | 117'056 CHF | 41'520 CHF | 94.25% | 94.25% |
22.05.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 120'766 CHF | 42'755 CHF | 97.51% | 97.51% |
21.05.2024 | 5.60% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 130'395 CHF | 45'965 CHF | 92.20% | 92.20% |
17.05.2024 | 5.96% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 122'294 CHF | 43'265 CHF | 95.27% | 95.27% |
16.05.2024 | 5.77% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'094 | 250'031 | 126'431 CHF | 44'644 CHF | 98.13% | 98.13% |
15.05.2024 | 7.43% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 898'806 | 299'602 | 117'146 CHF | 42'045 CHF | 95.66% | 95.66% |
14.05.2024 | 7.32% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 118'796 CHF | 42'599 CHF | 97.72% | 97.72% |
13.05.2024 | 7.71% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 112'355 CHF | 40'452 CHF | 93.23% | 93.23% |
10.05.2024 | 6.59% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 864'021 | 288'007 | 126'785 CHF | 45'142 CHF | 96.60% | 96.60% |