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 | 2.00% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 371'019 CHF | 126'173 CHF | 98.92% | 98.92% |
15.05.2024 | 2.06% | 0.51 CHF | 0.52 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 360'888 CHF | 122'796 CHF | 98.30% | 98.30% |
14.05.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 348'031 CHF | 118'510 CHF | 98.78% | 98.78% |
13.05.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 358'822 CHF | 122'107 CHF | 95.25% | 95.25% |
10.05.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 369'634 CHF | 125'711 CHF | 98.81% | 98.81% |
08.05.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 900'000 | 300'000 | 955'567 | 355'567 | 384'018 CHF | 146'081 CHF | 98.71% | 98.71% |
07.05.2024 | 2.49% | 0.42 CHF | 0.43 CHF | 900'000 | 300'000 | 942'378 | 342'378 | 376'149 CHF | 139'101 CHF | 97.80% | 97.80% |
06.05.2024 | 4.30% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 465'507 | 227'980 CHF | 110'523 CHF | 99.09% | 99.09% |
03.05.2024 | 4.32% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 496'724 | 226'818 CHF | 117'603 CHF | 98.37% | 98.37% |
02.05.2024 | 4.13% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 406'263 | 237'137 CHF | 100'295 CHF | 98.84% | 98.84% |