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 | 4.18% | 0.23 CHF | 0.24 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 105'511 CHF | 12'223 CHF | 99.17% | 99.17% |
15.05.2024 | 4.61% | 0.22 CHF | 0.23 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 95'483 CHF | 11'109 CHF | 99.40% | 99.40% |
14.05.2024 | 4.90% | 0.21 CHF | 0.22 CHF | 450'000 | 50'000 | 474'255 | 50'000 | 94'430 CHF | 10'480 CHF | 99.16% | 99.16% |
13.05.2024 | 4.27% | 0.22 CHF | 0.23 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 103'278 CHF | 11'975 CHF | 98.58% | 98.58% |
10.05.2024 | 4.22% | 0.23 CHF | 0.24 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 104'529 CHF | 12'114 CHF | 99.17% | 99.17% |
08.05.2024 | 4.48% | 0.23 CHF | 0.24 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 98'278 CHF | 11'420 CHF | 99.17% | 99.17% |
07.05.2024 | 5.43% | 0.19 CHF | 0.20 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 107'568 CHF | 9'464 CHF | 97.94% | 97.94% |
06.05.2024 | 5.01% | 0.18 CHF | 0.19 CHF | 600'000 | 50'000 | 521'911 | 50'000 | 101'200 CHF | 10'235 CHF | 99.17% | 99.17% |
03.05.2024 | 5.28% | 0.18 CHF | 0.19 CHF | 600'000 | 50'000 | 599'494 | 50'000 | 110'657 CHF | 9'730 CHF | 99.16% | 99.16% |
02.05.2024 | 5.75% | 0.17 CHF | 0.18 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 101'464 CHF | 8'955 CHF | 99.16% | 99.16% |