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 | 3.83% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 192'118 CHF | 66'539 CHF | 98.16% | 98.16% |
15.05.2024 | 4.57% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 764'151 | 254'717 | 163'612 CHF | 57'084 CHF | 95.42% | 95.42% |
14.05.2024 | 4.49% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 163'533 CHF | 57'011 CHF | 97.65% | 97.65% |
13.05.2024 | 4.72% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'213 | 250'071 | 155'306 CHF | 54'270 CHF | 93.25% | 93.25% |
10.05.2024 | 4.22% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 174'174 CHF | 60'558 CHF | 96.58% | 96.58% |
08.05.2024 | 5.10% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 902'467 | 302'467 | 173'121 CHF | 61'011 CHF | 98.54% | 98.54% |
07.05.2024 | 6.65% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 145'572 CHF | 62'229 CHF | 97.51% | 97.51% |
06.05.2024 | 6.10% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 159'116 CHF | 67'647 CHF | 98.34% | 98.34% |
03.05.2024 | 7.59% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 408'965 | 133'508 CHF | 58'102 CHF | 97.88% | 97.88% |
02.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'000 CHF | 40'000 CHF | 97.44% | 97.44% |