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 | 26.43% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 25'025 CHF | 10'842 CHF | 99.36% | 99.36% |
13.05.2024 | 27.03% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 24'321 CHF | 10'607 CHF | 98.93% | 98.93% |
10.05.2024 | 23.72% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 28'228 CHF | 11'909 CHF | 99.23% | 99.23% |
08.05.2024 | 17.94% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 249'977 | 40'099 CHF | 15'865 CHF | 98.61% | 98.61% |
07.05.2024 | 8.63% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 686'155 | 228'718 | 76'183 CHF | 27'682 CHF | 94.70% | 94.70% |
06.05.2024 | 7.39% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 607'943 | 202'661 | 79'457 CHF | 28'514 CHF | 99.37% | 99.37% |
03.05.2024 | 8.73% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 703'534 | 234'511 | 77'151 CHF | 28'062 CHF | 99.27% | 99.27% |
02.05.2024 | 8.66% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 740'172 | 246'717 | 81'889 CHF | 29'763 CHF | 99.36% | 99.36% |
30.04.2024 | 6.43% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 91'415 CHF | 32'472 CHF | 99.38% | 99.38% |
29.04.2024 | 5.83% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 599'999 | 200'000 | 100'255 CHF | 35'419 CHF | 99.37% | 99.37% |