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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 256'211 CHF | 87'904 CHF | 93.83% | 93.83% |
13.05.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 241'258 CHF | 82'919 CHF | 92.06% | 92.06% |
10.05.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 227'993 CHF | 78'498 CHF | 96.32% | 96.32% |
08.05.2024 | 3.32% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 222'564 CHF | 76'688 CHF | 98.88% | 98.88% |
07.05.2024 | 4.98% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 176'599 CHF | 61'866 CHF | 99.54% | 99.54% |
06.05.2024 | 5.13% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 917'081 | 317'081 | 174'302 CHF | 63'321 CHF | 97.29% | 97.29% |
03.05.2024 | 5.32% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 961'854 | 361'854 | 176'036 CHF | 69'717 CHF | 99.29% | 99.29% |
02.05.2024 | 5.62% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 997'188 | 397'188 | 172'554 CHF | 72'690 CHF | 99.42% | 99.42% |
30.04.2024 | 4.76% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 184'841 CHF | 64'614 CHF | 99.28% | 99.28% |
29.04.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 171'439 CHF | 60'146 CHF | 98.10% | 98.10% |