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 | 3.80% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 599'999 | 200'000 | 155'297 CHF | 53'766 CHF | 98.82% | 98.82% |
14.05.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 148'647 CHF | 51'549 CHF | 99.52% | 99.52% |
13.05.2024 | 4.50% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 130'460 CHF | 45'487 CHF | 96.98% | 96.98% |
10.05.2024 | 4.55% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 129'094 CHF | 45'032 CHF | 96.30% | 96.30% |
08.05.2024 | 5.10% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 114'814 CHF | 40'271 CHF | 99.32% | 99.32% |
07.05.2024 | 4.86% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 120'694 CHF | 42'231 CHF | 99.14% | 99.14% |
06.05.2024 | 5.28% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 110'899 CHF | 38'966 CHF | 97.67% | 97.67% |
03.05.2024 | 4.35% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 135'145 CHF | 47'048 CHF | 90.31% | 90.31% |
02.05.2024 | 9.47% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 999'695 | 399'695 | 100'674 CHF | 44'247 CHF | 97.35% | 97.35% |
30.04.2024 | 7.63% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 113'552 CHF | 40'851 CHF | 99.45% | 99.45% |