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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 3.32% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 177'800 CHF | 61'267 CHF | 97.34% | 97.34% |
14.05.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 168'008 CHF | 58'003 CHF | 93.90% | 93.90% |
13.05.2024 | 3.76% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 156'491 CHF | 54'164 CHF | 92.04% | 92.04% |
10.05.2024 | 4.11% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 143'091 CHF | 49'697 CHF | 96.32% | 96.32% |
08.05.2024 | 4.32% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 170'003 CHF | 59'168 CHF | 98.93% | 98.93% |
07.05.2024 | 8.02% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 108'033 CHF | 39'011 CHF | 99.57% | 99.57% |
06.05.2024 | 8.37% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 928'827 | 328'827 | 106'664 CHF | 40'873 CHF | 97.29% | 97.29% |
03.05.2024 | 8.86% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 988'402 | 388'402 | 106'707 CHF | 45'774 CHF | 99.26% | 99.26% |
02.05.2024 | 9.75% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 97'823 CHF | 43'129 CHF | 99.27% | 99.27% |
30.04.2024 | 7.39% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 904'511 | 304'511 | 118'293 CHF | 42'809 CHF | 99.39% | 99.39% |