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 | 2.47% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 299'911 CHF | 102'470 CHF | 98.49% | 98.49% |
15.05.2024 | 3.95% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 223'510 CHF | 77'504 CHF | 98.31% | 98.31% |
14.05.2024 | 4.83% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 202'412 CHF | 84'965 CHF | 99.37% | 99.37% |
13.05.2024 | 3.93% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 901'545 | 301'565 | 225'519 CHF | 78'432 CHF | 98.92% | 98.92% |
10.05.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 904'899 | 304'899 | 218'537 CHF | 76'646 CHF | 99.36% | 99.36% |
08.05.2024 | 5.16% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 188'939 CHF | 79'576 CHF | 99.35% | 99.35% |
07.05.2024 | 5.77% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 168'577 CHF | 71'431 CHF | 94.64% | 94.64% |
06.05.2024 | 6.46% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 408'729 | 150'202 CHF | 65'379 CHF | 99.37% | 99.37% |
03.05.2024 | 7.69% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 489'958 | 126'287 CHF | 66'571 CHF | 99.36% | 99.36% |
02.05.2024 | 6.32% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 426'025 | 155'773 CHF | 69'917 CHF | 99.36% | 99.36% |