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 | 6.16% | 0.14 CHF | 0.15 CHF | 360'000 | 200'000 | 377'628 | 198'016 | 50'654 CHF | 28'294 CHF | 97.42% | 97.42% |
14.05.2024 | 8.49% | 0.11 CHF | 0.12 CHF | 460'000 | 200'000 | 444'866 | 191'950 | 47'262 CHF | 22'128 CHF | 86.05% | 86.05% |
13.05.2024 | 6.11% | 0.14 CHF | 0.15 CHF | 350'000 | 200'000 | 379'589 | 200'000 | 50'633 CHF | 28'394 CHF | 85.01% | 85.01% |
10.05.2024 | 6.39% | 0.13 CHF | 0.13 CHF | 400'000 | 200'000 | 399'529 | 200'000 | 50'509 CHF | 26'973 CHF | 93.10% | 93.10% |
08.05.2024 | 7.68% | 0.10 CHF | 0.11 CHF | 500'000 | 200'000 | 491'657 | 200'000 | 50'511 CHF | 22'203 CHF | 100.00% | 100.00% |
07.05.2024 | 8.19% | 0.10 CHF | 0.11 CHF | 490'000 | 200'000 | 499'920 | 200'000 | 47'686 CHF | 20'705 CHF | 98.92% | 98.92% |
06.05.2024 | 9.05% | 0.09 CHF | 0.10 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 43'294 CHF | 18'958 CHF | 100.00% | 100.00% |
03.05.2024 | 10.35% | 0.08 CHF | 0.09 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 36'895 CHF | 16'358 CHF | 96.25% | 96.25% |
02.05.2024 | 9.02% | 0.07 CHF | 0.07 CHF | 500'000 | 200'000 | 499'892 | 200'000 | 43'875 CHF | 19'193 CHF | 92.16% | 92.16% |
30.04.2024 | 8.42% | 0.10 CHF | 0.11 CHF | 500'000 | 200'000 | 499'996 | 200'000 | 46'771 CHF | 20'351 CHF | 99.86% | 99.86% |