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 | 4.95% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 898'607 | 299'536 | 177'138 CHF | 62'041 CHF | 93.23% | 93.23% |
15.05.2024 | 4.63% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 786'561 | 262'187 | 165'884 CHF | 57'917 CHF | 97.61% | 97.61% |
14.05.2024 | 4.42% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 166'036 CHF | 57'845 CHF | 93.85% | 93.85% |
13.05.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 173'763 CHF | 60'421 CHF | 91.95% | 91.95% |
10.05.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 192'940 CHF | 66'813 CHF | 96.39% | 96.39% |
08.05.2024 | 3.58% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 206'002 CHF | 71'167 CHF | 98.88% | 98.88% |
07.05.2024 | 2.40% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 247'239 CHF | 84'413 CHF | 99.59% | 99.59% |
06.05.2024 | 2.33% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 255'107 CHF | 87'036 CHF | 97.16% | 97.16% |
03.05.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 266'743 CHF | 90'914 CHF | 99.59% | 99.59% |
02.05.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 282'952 CHF | 96'317 CHF | 99.28% | 99.28% |