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 | 4.76% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 92'390 CHF | 32'297 CHF | 99.17% | 99.17% |
15.05.2024 | 4.20% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 105'020 CHF | 36'507 CHF | 94.33% | 94.33% |
14.05.2024 | 4.62% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 95'216 CHF | 33'239 CHF | 99.16% | 99.16% |
13.05.2024 | 4.39% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 100'300 CHF | 34'933 CHF | 98.53% | 98.53% |
10.05.2024 | 5.01% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 451'231 | 150'410 | 87'935 CHF | 30'816 CHF | 99.01% | 99.01% |
08.05.2024 | 5.95% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 558'555 | 186'185 | 91'065 CHF | 32'217 CHF | 98.84% | 98.84% |
07.05.2024 | 4.32% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 102'038 CHF | 35'513 CHF | 97.93% | 97.93% |
06.05.2024 | 4.45% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 99'098 CHF | 34'533 CHF | 99.17% | 99.17% |
03.05.2024 | 4.39% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 100'749 CHF | 35'083 CHF | 99.17% | 99.17% |
02.05.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 96'108 CHF | 34'036 CHF | 99.15% | 99.15% |