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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 295'093 CHF | 101'364 CHF | 99.37% | 99.37% |
16.05.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 271'673 CHF | 93'558 CHF | 98.50% | 98.50% |
15.05.2024 | 3.72% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 945'717 | 345'717 | 249'903 CHF | 94'433 CHF | 98.31% | 98.31% |
14.05.2024 | 3.49% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 253'803 CHF | 87'601 CHF | 99.37% | 99.37% |
13.05.2024 | 3.46% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 900'013 | 300'013 | 256'100 CHF | 88'369 CHF | 98.92% | 98.92% |
10.05.2024 | 3.63% | 0.29 CHF | 0.30 CHF | 900'000 | 300'000 | 984'649 | 384'649 | 266'348 CHF | 107'719 CHF | 99.37% | 99.37% |
08.05.2024 | 4.62% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 212'349 CHF | 88'940 CHF | 99.35% | 99.35% |
07.05.2024 | 6.31% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 438'564 | 154'014 CHF | 71'653 CHF | 94.64% | 94.64% |
06.05.2024 | 5.30% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 403'371 | 185'075 CHF | 78'569 CHF | 99.37% | 99.37% |
03.05.2024 | 5.52% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 176'343 CHF | 74'537 CHF | 99.36% | 99.36% |