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 | 6.37% | 0.15 CHF | 0.16 CHF | 900'000 | 100'000 | 804'635 | 100'000 | 122'436 CHF | 16'265 CHF | 99.15% | 99.15% |
13.05.2024 | 6.29% | 0.15 CHF | 0.16 CHF | 900'000 | 100'000 | 839'603 | 100'000 | 129'451 CHF | 16'519 CHF | 98.58% | 98.58% |
10.05.2024 | 6.47% | 0.16 CHF | 0.17 CHF | 750'000 | 100'000 | 876'095 | 99'988 | 131'282 CHF | 16'015 CHF | 99.17% | 99.17% |
08.05.2024 | 11.15% | 0.10 CHF | 0.11 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 76'810 CHF | 9'534 CHF | 99.17% | 99.17% |
07.05.2024 | 9.63% | 0.08 CHF | 0.09 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 89'932 CHF | 10'993 CHF | 97.94% | 97.94% |
06.05.2024 | 12.70% | 0.08 CHF | 0.09 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 66'661 CHF | 8'407 CHF | 99.17% | 99.17% |
03.05.2024 | 12.66% | 0.07 CHF | 0.08 CHF | 900'000 | 100'000 | 899'985 | 100'000 | 66'837 CHF | 8'426 CHF | 99.16% | 99.16% |
02.05.2024 | 12.44% | 0.08 CHF | 0.09 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 68'175 CHF | 8'575 CHF | 99.15% | 99.15% |
30.04.2024 | 9.91% | 0.08 CHF | 0.09 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 87'598 CHF | 10'733 CHF | 99.17% | 99.17% |
29.04.2024 | 11.19% | 0.09 CHF | 0.10 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 76'217 CHF | 9'469 CHF | 99.17% | 99.17% |