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 | 2.42% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 244'924 CHF | 83'641 CHF | 98.14% | 98.14% |
15.05.2024 | 2.79% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 212'573 CHF | 72'858 CHF | 95.55% | 95.55% |
14.05.2024 | 2.77% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 213'502 CHF | 73'167 CHF | 97.68% | 97.68% |
13.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 205'894 CHF | 70'631 CHF | 93.25% | 93.25% |
10.05.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 224'407 CHF | 76'803 CHF | 96.61% | 96.61% |
08.05.2024 | 3.05% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 748'616 | 249'539 | 242'598 CHF | 83'361 CHF | 98.57% | 98.57% |
07.05.2024 | 3.81% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 193'222 CHF | 66'907 CHF | 97.57% | 97.57% |
06.05.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 206'803 CHF | 71'434 CHF | 98.32% | 98.32% |
03.05.2024 | 4.23% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 788'392 | 267'663 | 185'838 CHF | 65'258 CHF | 97.87% | 97.87% |
02.05.2024 | 6.89% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 140'237 CHF | 60'095 CHF | 97.44% | 97.44% |