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 | 6.23% | 0.16 CHF | 0.17 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 116'882 CHF | 16'584 CHF | 99.12% | 99.12% |
14.05.2024 | 6.21% | 0.16 CHF | 0.17 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 117'187 CHF | 16'625 CHF | 99.27% | 99.27% |
13.05.2024 | 6.99% | 0.14 CHF | 0.15 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 103'750 CHF | 14'833 CHF | 98.75% | 98.75% |
10.05.2024 | 6.11% | 0.14 CHF | 0.15 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 119'239 CHF | 16'899 CHF | 99.27% | 99.27% |
08.05.2024 | 4.73% | 0.20 CHF | 0.21 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 154'798 CHF | 21'640 CHF | 99.27% | 99.27% |
07.05.2024 | 4.59% | 0.20 CHF | 0.21 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 159'986 CHF | 22'332 CHF | 99.27% | 99.27% |
06.05.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 149'815 CHF | 20'975 CHF | 99.27% | 99.27% |
03.05.2024 | 4.80% | 0.20 CHF | 0.21 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 152'660 CHF | 21'355 CHF | 99.10% | 99.10% |
02.05.2024 | 5.21% | 0.19 CHF | 0.20 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 140'174 CHF | 19'690 CHF | 99.24% | 99.24% |
30.04.2024 | 5.67% | 0.17 CHF | 0.18 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 128'603 CHF | 18'147 CHF | 99.14% | 99.14% |