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 | 2.39% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 125'032 CHF | 42'677 CHF | 99.31% | 99.31% |
14.05.2024 | 3.58% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 125'296 CHF | 43'265 CHF | 99.16% | 99.16% |
13.05.2024 | 6.25% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 93'194 CHF | 33'065 CHF | 98.58% | 98.58% |
10.05.2024 | 6.12% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 95'552 CHF | 33'851 CHF | 99.17% | 99.17% |
08.05.2024 | 6.43% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 90'372 CHF | 32'124 CHF | 99.17% | 99.17% |
07.05.2024 | 7.23% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 663'842 | 221'281 | 88'504 CHF | 31'714 CHF | 97.94% | 97.94% |
06.05.2024 | 8.50% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 84'561 CHF | 30'687 CHF | 99.17% | 99.17% |
03.05.2024 | 7.02% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 686'965 | 228'988 | 94'342 CHF | 33'737 CHF | 99.16% | 99.16% |
02.05.2024 | 9.04% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 772'732 | 257'577 | 81'761 CHF | 29'829 CHF | 99.15% | 99.15% |
30.04.2024 | 9.99% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 878'922 | 292'974 | 83'669 CHF | 30'819 CHF | 99.16% | 99.16% |