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 | 4.19% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 977'064 | 399'843 | 228'190 CHF | 97'526 CHF | 98.49% | 98.49% |
15.05.2024 | 6.95% | 0.14 CHF | 0.15 CHF | 500'000 | 500'000 | 499'965 | 500'000 | 69'513 CHF | 74'519 CHF | 98.31% | 98.31% |
14.05.2024 | 8.53% | 0.12 CHF | 0.13 CHF | 1'000'000 | 750'000 | 993'804 | 746'836 | 111'785 CHF | 91'486 CHF | 99.37% | 99.37% |
13.05.2024 | 6.90% | 0.15 CHF | 0.16 CHF | 500'000 | 500'000 | 499'821 | 500'048 | 70'128 CHF | 75'165 CHF | 98.92% | 98.92% |
10.05.2024 | 7.22% | 0.13 CHF | 0.14 CHF | 500'000 | 500'000 | 499'705 | 500'000 | 66'796 CHF | 71'832 CHF | 99.37% | 99.37% |
08.05.2024 | 9.42% | 0.10 CHF | 0.11 CHF | 750'000 | 750'000 | 749'979 | 750'000 | 75'937 CHF | 83'439 CHF | 99.35% | 99.35% |
07.05.2024 | 10.50% | 0.10 CHF | 0.11 CHF | 750'000 | 750'000 | 749'930 | 750'000 | 67'847 CHF | 75'353 CHF | 94.62% | 94.62% |
06.05.2024 | 11.71% | 0.08 CHF | 0.09 CHF | 750'000 | 750'000 | 749'953 | 750'000 | 60'396 CHF | 67'901 CHF | 99.37% | 99.37% |
03.05.2024 | 13.78% | 0.08 CHF | 0.09 CHF | 750'000 | 750'000 | 749'725 | 749'814 | 51'153 CHF | 58'660 CHF | 99.36% | 99.36% |
02.05.2024 | 11.07% | 0.06 CHF | 0.07 CHF | 750'000 | 750'000 | 749'913 | 749'377 | 65'283 CHF | 72'733 CHF | 99.36% | 99.36% |