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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 10.94% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 77'976 CHF | 28'992 CHF | 98.56% | 98.56% |
10.05.2024 | 11.56% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 73'496 CHF | 27'499 CHF | 99.55% | 99.55% |
08.05.2024 | 12.58% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 995'015 | 395'015 | 74'387 CHF | 33'466 CHF | 99.57% | 99.57% |
07.05.2024 | 13.04% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 996'376 | 396'376 | 71'570 CHF | 32'413 CHF | 99.51% | 99.51% |
06.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 70'000 CHF | 32'000 CHF | 99.59% | 99.59% |
03.05.2024 | 13.59% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 68'731 CHF | 31'492 CHF | 99.38% | 99.38% |
02.05.2024 | 12.42% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 75'825 CHF | 34'330 CHF | 99.61% | 99.61% |
30.04.2024 | 11.99% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 995'758 | 395'758 | 78'384 CHF | 35'073 CHF | 93.09% | 93.09% |
29.04.2024 | 12.94% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 72'520 CHF | 33'008 CHF | 99.56% | 99.56% |
26.04.2024 | 12.76% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 73'656 CHF | 33'462 CHF | 99.58% | 99.58% |