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 | 7.38% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 541'016 | 180'339 | 70'371 CHF | 25'260 CHF | 98.33% | 98.33% |
14.05.2024 | 7.84% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 73'707 CHF | 26'569 CHF | 99.36% | 99.36% |
13.05.2024 | 7.74% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 584'055 | 194'685 | 72'536 CHF | 26'125 CHF | 98.93% | 98.93% |
10.05.2024 | 7.62% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 75'828 CHF | 27'276 CHF | 99.36% | 99.36% |
08.05.2024 | 8.48% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 600'009 | 200'003 | 67'830 CHF | 24'610 CHF | 99.01% | 99.01% |
07.05.2024 | 9.80% | 0.11 CHF | 0.12 CHF | 600'000 | 200'000 | 616'692 | 205'564 | 60'164 CHF | 22'110 CHF | 94.70% | 94.70% |
06.05.2024 | 11.46% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 733'365 | 244'455 | 60'360 CHF | 22'564 CHF | 99.36% | 99.36% |
03.05.2024 | 12.32% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 57'325 CHF | 21'608 CHF | 99.37% | 99.37% |
02.05.2024 | 14.80% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 47'120 CHF | 18'207 CHF | 99.37% | 99.37% |
30.04.2024 | 12.78% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 55'122 CHF | 20'874 CHF | 99.36% | 99.36% |