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 | 6.44% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 367'687 | 122'562 | 54'843 CHF | 19'507 CHF | 98.32% | 98.32% |
14.05.2024 | 6.26% | 0.16 CHF | 0.17 CHF | 300'000 | 100'000 | 324'397 | 108'132 | 50'145 CHF | 17'796 CHF | 99.35% | 99.35% |
13.05.2024 | 6.84% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 63'626 CHF | 22'709 CHF | 98.93% | 98.93% |
10.05.2024 | 6.30% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 447'300 | 149'100 | 68'877 CHF | 24'450 CHF | 99.36% | 99.36% |
08.05.2024 | 8.25% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 52'363 CHF | 18'954 CHF | 99.35% | 99.35% |
07.05.2024 | 8.60% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 50'150 CHF | 18'217 CHF | 94.66% | 94.66% |
06.05.2024 | 8.75% | 0.10 CHF | 0.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 49'222 CHF | 17'907 CHF | 99.37% | 99.37% |
03.05.2024 | 9.03% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 47'812 CHF | 17'437 CHF | 99.37% | 99.37% |
02.05.2024 | 10.48% | 0.09 CHF | 0.10 CHF | 450'000 | 150'000 | 450'626 | 150'209 | 40'745 CHF | 15'084 CHF | 99.37% | 99.37% |
30.04.2024 | 8.56% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 50'385 CHF | 18'295 CHF | 99.35% | 99.35% |