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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 12.30% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 38'608 CHF | 8'722 CHF | 99.69% | 99.69% |
10.05.2024 | 17.34% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 26'501 CHF | 6'300 CHF | 97.49% | 97.49% |
08.05.2024 | 18.13% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 25'086 CHF | 6'017 CHF | 99.97% | 99.97% |
07.05.2024 | 15.60% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 29'623 CHF | 6'925 CHF | 95.30% | 95.30% |
06.05.2024 | 13.96% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 33'480 CHF | 7'696 CHF | 100.00% | 100.00% |
03.05.2024 | 14.82% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 31'375 CHF | 7'275 CHF | 94.98% | 94.98% |
02.05.2024 | 13.03% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'971 CHF | 8'194 CHF | 99.13% | 99.13% |
30.04.2024 | 11.73% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 40'196 CHF | 9'039 CHF | 96.89% | 96.89% |
29.04.2024 | 13.56% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 34'471 CHF | 7'894 CHF | 98.85% | 98.85% |
26.04.2024 | 10.58% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 44'775 CHF | 9'955 CHF | 99.60% | 99.60% |