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 | 6.92% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 785'205 | 261'735 | 109'558 CHF | 39'137 CHF | 99.40% | 99.40% |
14.05.2024 | 6.18% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'011 | 250'004 | 117'897 CHF | 41'799 CHF | 99.16% | 99.16% |
13.05.2024 | 5.76% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 126'745 CHF | 44'748 CHF | 98.58% | 98.58% |
10.05.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 744'031 | 248'010 | 140'013 CHF | 49'151 CHF | 99.17% | 99.17% |
08.05.2024 | 5.05% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 744'612 | 248'204 | 143'651 CHF | 50'366 CHF | 99.17% | 99.17% |
07.05.2024 | 5.06% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 144'465 CHF | 50'655 CHF | 97.93% | 97.93% |
06.05.2024 | 4.83% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 717'343 | 239'114 | 144'654 CHF | 50'609 CHF | 99.17% | 99.17% |
03.05.2024 | 4.70% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 669'470 | 223'157 | 138'929 CHF | 48'541 CHF | 99.17% | 99.17% |
02.05.2024 | 5.84% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 124'760 CHF | 44'087 CHF | 99.15% | 99.15% |
30.04.2024 | 5.44% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 134'242 CHF | 47'247 CHF | 99.17% | 99.17% |