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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 9.05% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 804'932 | 268'311 | 85'001 CHF | 31'017 CHF | 99.29% | 99.29% |
15.05.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 90'000 CHF | 33'000 CHF | 99.60% | 99.60% |
14.05.2024 | 9.71% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 88'358 CHF | 32'453 CHF | 98.95% | 98.95% |
13.05.2024 | 8.23% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'278 | 250'093 | 87'565 CHF | 31'689 CHF | 99.35% | 99.35% |
10.05.2024 | 8.69% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 771'496 | 257'165 | 84'873 CHF | 30'863 CHF | 99.26% | 99.26% |
08.05.2024 | 9.00% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 95'745 CHF | 34'915 CHF | 99.36% | 99.36% |
07.05.2024 | 9.43% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 91'070 CHF | 33'357 CHF | 99.39% | 99.39% |
06.05.2024 | 9.71% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 88'330 CHF | 32'443 CHF | 97.87% | 97.87% |
03.05.2024 | 9.91% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 916'603 | 316'603 | 88'160 CHF | 33'455 CHF | 99.28% | 99.28% |
02.05.2024 | 9.67% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 901'236 | 301'236 | 88'803 CHF | 32'687 CHF | 99.34% | 99.34% |