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 | 6.18% | 0.16 CHF | 0.17 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 235'403 CHF | 33'387 CHF | 99.36% | 99.36% |
13.05.2024 | 6.71% | 0.15 CHF | 0.16 CHF | 1'500'000 | 200'000 | 1'500'000 | 194'689 | 216'176 CHF | 29'974 CHF | 98.93% | 98.93% |
10.05.2024 | 6.35% | 0.16 CHF | 0.17 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 229'471 CHF | 32'596 CHF | 99.38% | 99.38% |
08.05.2024 | 7.23% | 0.14 CHF | 0.15 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 200'331 CHF | 28'711 CHF | 99.35% | 99.35% |
07.05.2024 | 8.51% | 0.13 CHF | 0.14 CHF | 1'500'000 | 200'000 | 1'500'000 | 208'899 | 169'371 CHF | 25'620 CHF | 94.70% | 94.70% |
06.05.2024 | 7.46% | 0.13 CHF | 0.14 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 193'669 CHF | 27'823 CHF | 99.36% | 99.36% |
03.05.2024 | 7.77% | 0.12 CHF | 0.13 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 185'993 CHF | 26'799 CHF | 99.36% | 99.36% |
02.05.2024 | 8.33% | 0.12 CHF | 0.13 CHF | 1'500'000 | 200'000 | 1'500'000 | 214'674 | 172'866 CHF | 26'822 CHF | 99.36% | 99.36% |
30.04.2024 | 8.50% | 0.11 CHF | 0.12 CHF | 1'500'000 | 250'000 | 1'500'000 | 226'795 | 169'590 CHF | 27'748 CHF | 99.37% | 99.37% |
29.04.2024 | 9.85% | 0.10 CHF | 0.11 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 145'093 CHF | 26'682 CHF | 99.37% | 99.37% |