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 | 6.52% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 765'494 | 255'165 | 113'793 CHF | 40'483 CHF | 99.12% | 99.12% |
14.05.2024 | 6.68% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 848'901 | 282'967 | 122'613 CHF | 43'701 CHF | 99.27% | 99.27% |
13.05.2024 | 7.44% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 865'050 | 288'381 | 113'313 CHF | 40'660 CHF | 98.75% | 98.75% |
10.05.2024 | 10.72% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 79'592 CHF | 29'531 CHF | 99.27% | 99.27% |
08.05.2024 | 11.12% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 76'716 CHF | 28'572 CHF | 99.27% | 99.27% |
07.05.2024 | 9.36% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 299'998 | 92'044 CHF | 33'681 CHF | 98.03% | 98.03% |
06.05.2024 | 8.64% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 100'197 CHF | 36'399 CHF | 99.27% | 99.27% |
03.05.2024 | 8.57% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 900'000 | 299'953 | 100'660 CHF | 36'548 CHF | 99.11% | 99.11% |
02.05.2024 | 7.39% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 117'551 CHF | 42'184 CHF | 99.24% | 99.24% |
30.04.2024 | 6.64% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 893'608 | 297'883 | 130'249 CHF | 46'397 CHF | 98.01% | 98.01% |