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 | 2.62% | 0.38 CHF | 0.39 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 339'189 CHF | 116'063 CHF | 99.37% | 99.37% |
15.05.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 321'565 CHF | 110'188 CHF | 99.53% | 99.53% |
14.05.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 292'509 CHF | 100'503 CHF | 99.36% | 99.36% |
13.05.2024 | 3.19% | 0.32 CHF | 0.33 CHF | 900'000 | 300'000 | 911'332 | 311'332 | 281'902 CHF | 99'218 CHF | 98.79% | 98.79% |
10.05.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 253'281 CHF | 105'313 CHF | 99.37% | 99.37% |
08.05.2024 | 4.99% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 999'973 | 400'000 | 195'766 CHF | 82'309 CHF | 99.37% | 99.37% |
07.05.2024 | 5.93% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'151 | 163'907 CHF | 86'792 CHF | 98.15% | 98.15% |
06.05.2024 | 5.44% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 434'813 | 178'943 CHF | 82'078 CHF | 99.37% | 99.37% |
03.05.2024 | 5.41% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 413'362 | 179'910 CHF | 78'444 CHF | 99.35% | 99.35% |
02.05.2024 | 5.59% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 486'893 | 174'131 CHF | 89'575 CHF | 99.34% | 99.34% |