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 | 3.94% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 112'044 CHF | 38'848 CHF | 99.08% | 99.08% |
15.05.2024 | 4.82% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 595'401 | 198'467 | 120'676 CHF | 42'210 CHF | 98.28% | 98.28% |
14.05.2024 | 5.39% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 108'493 CHF | 38'164 CHF | 98.20% | 98.20% |
13.05.2024 | 4.78% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 123'075 CHF | 43'025 CHF | 96.55% | 96.55% |
10.05.2024 | 5.21% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 112'220 CHF | 39'407 CHF | 99.23% | 99.23% |
08.05.2024 | 5.72% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 101'987 CHF | 35'996 CHF | 97.08% | 97.08% |
07.05.2024 | 5.09% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 114'898 CHF | 40'299 CHF | 98.87% | 98.87% |
06.05.2024 | 6.00% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 601'455 | 200'485 | 97'286 CHF | 34'434 CHF | 97.90% | 97.90% |
03.05.2024 | 7.23% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 100'662 CHF | 36'054 CHF | 97.56% | 97.56% |
02.05.2024 | 7.68% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 94'039 CHF | 33'846 CHF | 96.93% | 96.93% |