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 | 5.69% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 102'506 CHF | 36'169 CHF | 99.11% | 99.11% |
15.05.2024 | 7.33% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 98'626 CHF | 35'375 CHF | 99.70% | 99.70% |
14.05.2024 | 7.43% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 97'454 CHF | 34'985 CHF | 93.49% | 93.49% |
13.05.2024 | 5.69% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 632'854 | 210'951 | 108'167 CHF | 38'165 CHF | 98.31% | 98.31% |
10.05.2024 | 3.94% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 150'145 CHF | 52'048 CHF | 96.12% | 96.12% |
08.05.2024 | 3.48% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 169'713 CHF | 58'571 CHF | 99.57% | 99.57% |
07.05.2024 | 3.63% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 162'439 CHF | 56'147 CHF | 98.48% | 98.48% |
06.05.2024 | 4.35% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 135'408 CHF | 47'136 CHF | 98.51% | 98.51% |
03.05.2024 | 4.78% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 701'098 | 233'699 | 142'828 CHF | 49'946 CHF | 99.49% | 99.49% |
02.05.2024 | 5.57% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 131'027 CHF | 46'176 CHF | 99.49% | 99.49% |