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 | 6.61% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 282'650 | 99'247 | 50'436 CHF | 18'936 CHF | 98.11% | 98.11% |
14.05.2024 | 7.10% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 324'202 | 100'000 | 51'158 CHF | 16'949 CHF | 99.12% | 99.12% |
13.05.2024 | 6.97% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 336'106 | 100'000 | 50'960 CHF | 16'321 CHF | 99.38% | 99.38% |
10.05.2024 | 8.47% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 431'233 | 100'000 | 50'285 CHF | 12'749 CHF | 99.42% | 99.42% |
08.05.2024 | 11.77% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 44'111 CHF | 9'920 CHF | 87.00% | 87.00% |
07.05.2024 | 15.33% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 33'098 CHF | 7'712 CHF | 96.57% | 96.57% |
06.05.2024 | 13.54% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'870 CHF | 8'215 CHF | 100.00% | 100.00% |
03.05.2024 | 14.16% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'844 CHF | 8'263 CHF | 95.43% | 95.43% |
02.05.2024 | 13.66% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 34'831 CHF | 7'986 CHF | 99.40% | 99.40% |
30.04.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 40'004 CHF | 9'001 CHF | 99.38% | 99.38% |