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 | 6.87% | 0.15 CHF | 0.16 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 211'322 CHF | 15'088 CHF | 99.27% | 99.27% |
13.05.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 195'000 CHF | 14'000 CHF | 98.75% | 98.75% |
10.05.2024 | 7.47% | 0.13 CHF | 0.14 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 193'474 CHF | 13'898 CHF | 99.27% | 99.27% |
08.05.2024 | 8.70% | 0.13 CHF | 0.14 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 166'664 CHF | 12'111 CHF | 99.27% | 99.27% |
07.05.2024 | 10.37% | 0.10 CHF | 0.11 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 137'283 CHF | 10'152 CHF | 99.27% | 99.27% |
06.05.2024 | 11.06% | 0.09 CHF | 0.10 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 128'488 CHF | 9'566 CHF | 99.27% | 99.27% |
03.05.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 134'980 CHF | 9'999 CHF | 99.11% | 99.11% |
02.05.2024 | 11.75% | 0.08 CHF | 0.09 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 120'158 CHF | 9'011 CHF | 99.24% | 99.24% |
30.04.2024 | 11.56% | 0.08 CHF | 0.09 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 122'960 CHF | 9'197 CHF | 99.14% | 99.14% |
29.04.2024 | 10.78% | 0.09 CHF | 0.10 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 131'956 CHF | 9'797 CHF | 99.06% | 99.06% |