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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 8.56% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 84'045 CHF | 30'515 CHF | 99.51% | 99.51% |
13.05.2024 | 10.70% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 794'744 | 264'915 | 70'321 CHF | 26'089 CHF | 96.97% | 96.97% |
10.05.2024 | 10.89% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 822'104 | 274'035 | 71'558 CHF | 26'593 CHF | 96.56% | 96.56% |
08.05.2024 | 12.29% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 917'074 | 317'074 | 70'189 CHF | 27'364 CHF | 99.45% | 99.45% |
07.05.2024 | 10.94% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 78'023 CHF | 29'008 CHF | 99.11% | 99.11% |
06.05.2024 | 12.62% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 941'309 | 341'309 | 70'201 CHF | 28'682 CHF | 97.74% | 97.74% |
03.05.2024 | 8.39% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 882'401 | 294'136 | 100'956 CHF | 36'594 CHF | 90.36% | 90.36% |
02.05.2024 | 22.18% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'097 CHF | 25'048 CHF | 97.32% | 97.32% |
30.04.2024 | 17.06% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 54'010 CHF | 32'005 CHF | 99.50% | 99.50% |
29.04.2024 | 19.81% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 46'571 CHF | 28'286 CHF | 97.39% | 97.39% |