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 | 7.89% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 894'166 | 298'055 | 108'903 CHF | 39'282 CHF | 96.09% | 96.09% |
15.05.2024 | 6.42% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'106 | 250'035 | 113'295 CHF | 40'265 CHF | 99.13% | 99.13% |
14.05.2024 | 6.35% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'178 | 250'059 | 114'509 CHF | 40'670 CHF | 93.97% | 93.97% |
13.05.2024 | 5.59% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 131'447 CHF | 46'316 CHF | 95.62% | 95.62% |
10.05.2024 | 5.41% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 134'915 CHF | 47'472 CHF | 99.55% | 99.55% |
08.05.2024 | 4.09% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 180'100 CHF | 62'533 CHF | 99.43% | 99.43% |
07.05.2024 | 4.76% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 153'963 CHF | 53'821 CHF | 99.57% | 99.57% |
06.05.2024 | 4.30% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 170'628 CHF | 59'376 CHF | 99.12% | 99.12% |
03.05.2024 | 3.98% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 185'044 CHF | 64'181 CHF | 98.17% | 98.17% |
02.05.2024 | 3.26% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 226'802 CHF | 78'101 CHF | 99.56% | 99.56% |