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 | 5.30% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 165'331 CHF | 58'110 CHF | 97.60% | 97.60% |
14.05.2024 | 5.65% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 154'898 CHF | 54'633 CHF | 93.96% | 93.96% |
13.05.2024 | 6.17% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 958'532 | 358'532 | 150'480 CHF | 59'796 CHF | 91.97% | 91.97% |
10.05.2024 | 6.63% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 145'918 CHF | 62'367 CHF | 96.28% | 96.28% |
08.05.2024 | 6.68% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 144'995 CHF | 61'998 CHF | 98.96% | 98.96% |
07.05.2024 | 11.58% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 81'572 CHF | 45'786 CHF | 99.58% | 99.58% |
06.05.2024 | 11.98% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'940 CHF | 44'470 CHF | 97.30% | 97.30% |
03.05.2024 | 12.35% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 76'255 CHF | 43'128 CHF | 99.26% | 99.26% |
02.05.2024 | 13.26% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'460 CHF | 40'230 CHF | 99.46% | 99.46% |
30.04.2024 | 10.74% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'338 CHF | 49'169 CHF | 99.41% | 99.41% |