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 | 14.57% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'536 | 250'179 | 48'021 CHF | 18'509 CHF | 99.45% | 99.45% |
14.05.2024 | 13.06% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 53'829 CHF | 20'443 CHF | 96.33% | 96.33% |
13.05.2024 | 10.80% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 621'006 | 207'002 | 54'369 CHF | 20'193 CHF | 99.06% | 99.06% |
10.05.2024 | 9.96% | 0.10 CHF | 0.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 57'429 CHF | 21'143 CHF | 99.38% | 99.38% |
08.05.2024 | 7.92% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 72'959 CHF | 26'320 CHF | 99.39% | 99.39% |
07.05.2024 | 7.98% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 72'359 CHF | 26'120 CHF | 99.37% | 99.37% |
06.05.2024 | 8.55% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'919 | 200'306 | 67'443 CHF | 24'484 CHF | 99.15% | 99.15% |
03.05.2024 | 8.33% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 614'203 | 204'734 | 71'152 CHF | 25'765 CHF | 99.22% | 99.22% |
02.05.2024 | 9.43% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 741'461 | 247'154 | 75'327 CHF | 27'580 CHF | 98.87% | 98.87% |
30.04.2024 | 5.69% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 567'565 | 189'188 | 96'631 CHF | 34'102 CHF | 99.33% | 99.33% |