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 | 8.18% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 639'011 | 213'004 | 74'812 CHF | 27'068 CHF | 99.57% | 99.57% |
14.05.2024 | 8.31% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 696'869 | 232'290 | 80'234 CHF | 29'068 CHF | 99.64% | 99.64% |
13.05.2024 | 10.67% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 66'629 CHF | 24'710 CHF | 99.04% | 99.04% |
10.05.2024 | 6.84% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 84'971 CHF | 30'324 CHF | 99.58% | 99.58% |
08.05.2024 | 6.08% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 95'661 CHF | 33'887 CHF | 99.13% | 99.13% |
07.05.2024 | 7.02% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 82'515 CHF | 29'505 CHF | 99.59% | 99.59% |
06.05.2024 | 7.71% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 668'959 | 222'986 | 83'196 CHF | 29'962 CHF | 99.54% | 99.54% |
03.05.2024 | 8.62% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 728'378 | 242'793 | 81'047 CHF | 29'444 CHF | 99.39% | 99.39% |
02.05.2024 | 9.55% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 74'877 CHF | 27'459 CHF | 99.71% | 99.71% |
30.04.2024 | 7.65% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 741'634 | 247'211 | 94'336 CHF | 33'918 CHF | 96.06% | 96.06% |