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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 7.75% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 810'726 | 270'242 | 100'475 CHF | 36'194 CHF | 99.60% | 99.60% |
13.05.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 112'617 CHF | 40'039 CHF | 99.13% | 99.13% |
10.05.2024 | 9.06% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 95'139 CHF | 34'713 CHF | 99.56% | 99.56% |
08.05.2024 | 9.51% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 90'183 CHF | 33'061 CHF | 99.13% | 99.13% |
07.05.2024 | 8.05% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 899'506 | 299'835 | 107'256 CHF | 38'750 CHF | 99.60% | 99.60% |
06.05.2024 | 7.43% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 756'435 | 252'145 | 97'953 CHF | 35'173 CHF | 99.74% | 99.74% |
03.05.2024 | 6.64% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 768'936 | 256'312 | 112'244 CHF | 39'978 CHF | 99.51% | 99.51% |
02.05.2024 | 5.96% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 122'126 CHF | 43'209 CHF | 99.53% | 99.53% |
30.04.2024 | 6.32% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 770'345 | 258'314 | 119'460 CHF | 42'555 CHF | 96.06% | 96.06% |
29.04.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 127'587 CHF | 45'029 CHF | 99.61% | 99.61% |