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 | 9.87% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 495'229 | 99'252 | 49'105 CHF | 10'864 CHF | 98.80% | 98.80% |
14.05.2024 | 8.92% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 464'662 | 100'000 | 50'497 CHF | 11'898 CHF | 95.53% | 95.53% |
13.05.2024 | 8.34% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 432'835 | 100'000 | 50'459 CHF | 12'697 CHF | 96.98% | 96.98% |
10.05.2024 | 7.67% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 398'732 | 100'000 | 50'617 CHF | 13'723 CHF | 86.88% | 86.88% |
08.05.2024 | 7.52% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 391'323 | 100'000 | 50'687 CHF | 13'968 CHF | 91.43% | 91.43% |
07.05.2024 | 7.81% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 393'422 | 100'000 | 50'666 CHF | 13'931 CHF | 93.95% | 93.95% |
06.05.2024 | 7.44% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 387'834 | 100'000 | 50'678 CHF | 14'082 CHF | 89.14% | 89.14% |
03.05.2024 | 7.19% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 372'163 | 100'000 | 50'547 CHF | 14'621 CHF | 97.93% | 97.93% |
02.05.2024 | 8.84% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 456'522 | 100'000 | 50'583 CHF | 12'112 CHF | 99.40% | 99.40% |
30.04.2024 | 8.24% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 422'826 | 100'000 | 50'423 CHF | 12'959 CHF | 99.38% | 99.38% |