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 | 12.09% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 58'438 CHF | 21'979 CHF | 99.10% | 99.10% |
14.05.2024 | 12.55% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 56'276 CHF | 21'259 CHF | 96.37% | 96.37% |
13.05.2024 | 15.12% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 889'519 | 296'506 | 54'432 CHF | 21'109 CHF | 99.03% | 99.03% |
10.05.2024 | 15.44% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 54'128 CHF | 21'043 CHF | 99.26% | 99.26% |
08.05.2024 | 17.86% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 961'564 | 361'564 | 49'102 CHF | 22'035 CHF | 99.38% | 99.38% |
07.05.2024 | 15.41% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 905'133 | 305'133 | 54'216 CHF | 21'322 CHF | 99.35% | 99.35% |
06.05.2024 | 13.79% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 901'227 | 301'227 | 61'120 CHF | 23'433 CHF | 99.14% | 99.14% |
03.05.2024 | 12.41% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 905'059 | 308'868 | 68'923 CHF | 26'494 CHF | 99.18% | 99.18% |
02.05.2024 | 9.86% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 779'093 | 259'698 | 75'108 CHF | 27'633 CHF | 98.80% | 98.80% |
30.04.2024 | 19.07% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 415'605 | 47'798 CHF | 23'900 CHF | 99.39% | 99.39% |