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% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 991'916 | 391'916 | 195'454 CHF | 81'119 CHF | 99.09% | 99.09% |
15.05.2024 | 4.28% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 206'040 CHF | 71'680 CHF | 99.72% | 99.72% |
14.05.2024 | 4.10% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 215'073 CHF | 74'691 CHF | 93.46% | 93.46% |
13.05.2024 | 4.93% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 977'928 | 377'928 | 193'570 CHF | 78'290 CHF | 98.33% | 98.33% |
10.05.2024 | 5.66% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 172'005 CHF | 72'802 CHF | 96.06% | 96.06% |
08.05.2024 | 5.76% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 168'617 CHF | 71'447 CHF | 99.62% | 99.62% |
07.05.2024 | 5.64% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 172'465 CHF | 72'986 CHF | 98.48% | 98.48% |
06.05.2024 | 4.98% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 195'994 CHF | 82'398 CHF | 98.52% | 98.52% |
03.05.2024 | 4.47% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 999'911 | 399'911 | 218'905 CHF | 91'549 CHF | 99.57% | 99.57% |
02.05.2024 | 3.98% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'457 | 300'457 | 221'683 CHF | 76'969 CHF | 99.51% | 99.51% |