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 | 5.80% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 222'558 | 100'000 | 50'589 CHF | 24'099 CHF | 100.00% | 100.00% |
16.05.2024 | 5.10% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 211'738 | 100'000 | 50'408 CHF | 25'073 CHF | 98.07% | 98.07% |
15.05.2024 | 5.47% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 228'350 | 99'247 | 50'567 CHF | 23'230 CHF | 98.11% | 98.11% |
14.05.2024 | 5.53% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 254'367 | 100'000 | 50'284 CHF | 20'907 CHF | 99.13% | 99.13% |
13.05.2024 | 5.56% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 264'513 | 100'000 | 50'387 CHF | 20'222 CHF | 99.38% | 99.38% |
10.05.2024 | 7.00% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 340'538 | 100'000 | 50'930 CHF | 16'110 CHF | 99.41% | 99.41% |
08.05.2024 | 9.01% | 0.10 CHF | 0.12 CHF | 500'000 | 100'000 | 441'408 | 100'000 | 50'491 CHF | 12'553 CHF | 86.94% | 86.94% |
07.05.2024 | 11.17% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 44'184 CHF | 9'878 CHF | 96.53% | 96.53% |
06.05.2024 | 10.57% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 48'086 CHF | 10'687 CHF | 100.00% | 100.00% |
03.05.2024 | 9.87% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 49'284 CHF | 10'879 CHF | 95.43% | 95.43% |