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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 8.99% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 474'214 | 99'180 | 50'387 CHF | 11'546 CHF | 91.32% | 91.32% |
14.05.2024 | 9.13% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 481'154 | 100'000 | 50'276 CHF | 11'471 CHF | 95.48% | 95.48% |
13.05.2024 | 10.06% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 47'349 CHF | 10'470 CHF | 94.60% | 94.60% |
10.05.2024 | 11.44% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 41'316 CHF | 9'263 CHF | 97.86% | 97.86% |
08.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'024 CHF | 8'005 CHF | 100.00% | 100.00% |
07.05.2024 | 13.30% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'129 CHF | 8'026 CHF | 96.76% | 96.76% |
06.05.2024 | 13.86% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 33'717 CHF | 7'743 CHF | 94.79% | 94.79% |
03.05.2024 | 15.39% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 29'990 CHF | 6'998 CHF | 98.64% | 98.64% |
02.05.2024 | 16.36% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 28'258 CHF | 6'652 CHF | 99.12% | 99.12% |
30.04.2024 | 16.04% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 28'823 CHF | 6'765 CHF | 92.41% | 92.41% |