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 | 5.03% | 0.27 CHF | 0.28 CHF | 400'000 | 400'000 | 401'795 | 401'795 | 78'569 CHF | 82'587 CHF | 96.68% | 96.68% |
15.05.2024 | 5.91% | 0.17 CHF | 0.18 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 82'134 CHF | 87'134 CHF | 99.49% | 99.49% |
14.05.2024 | 4.83% | 0.15 CHF | 0.16 CHF | 500'000 | 500'000 | 434'459 | 434'459 | 90'377 CHF | 94'722 CHF | 93.88% | 93.88% |
13.05.2024 | 4.19% | 0.26 CHF | 0.27 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 93'643 CHF | 97'643 CHF | 99.14% | 99.14% |
10.05.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 400'000 | 400'000 | 425'260 | 425'260 | 79'478 CHF | 83'731 CHF | 99.56% | 99.56% |
08.05.2024 | 6.21% | 0.17 CHF | 0.18 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 78'143 CHF | 83'143 CHF | 98.20% | 98.20% |
07.05.2024 | 5.45% | 0.17 CHF | 0.18 CHF | 500'000 | 500'000 | 460'145 | 460'145 | 82'076 CHF | 86'677 CHF | 98.42% | 98.42% |
06.05.2024 | 4.76% | 0.21 CHF | 0.22 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 82'169 CHF | 86'169 CHF | 99.59% | 99.59% |
03.05.2024 | 4.75% | 0.20 CHF | 0.21 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 82'352 CHF | 86'352 CHF | 95.42% | 95.42% |
02.05.2024 | 6.36% | 0.18 CHF | 0.19 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 76'305 CHF | 81'305 CHF | 96.85% | 96.85% |