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 | 6.09% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 119'498 CHF | 42'333 CHF | 99.03% | 99.03% |
14.05.2024 | 6.06% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 751'878 | 250'626 | 120'216 CHF | 42'578 CHF | 96.66% | 96.66% |
13.05.2024 | 6.82% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 127'513 CHF | 45'504 CHF | 99.05% | 99.05% |
10.05.2024 | 6.57% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 132'675 CHF | 47'225 CHF | 99.41% | 99.41% |
08.05.2024 | 7.23% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 120'062 CHF | 43'021 CHF | 99.37% | 99.37% |
07.05.2024 | 6.86% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 126'821 CHF | 45'274 CHF | 99.35% | 99.35% |
06.05.2024 | 6.51% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 133'903 CHF | 47'634 CHF | 99.16% | 99.16% |
03.05.2024 | 6.02% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 808'919 | 269'640 | 130'230 CHF | 46'106 CHF | 99.07% | 99.07% |
02.05.2024 | 5.26% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 776'977 | 258'992 | 143'784 CHF | 50'518 CHF | 98.84% | 98.84% |
30.04.2024 | 7.54% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 951'347 | 351'347 | 121'428 CHF | 48'290 CHF | 99.30% | 99.30% |