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 | 6.43% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 971'610 | 371'610 | 146'259 CHF | 59'625 CHF | 99.54% | 99.54% |
14.05.2024 | 6.51% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 929'094 | 329'094 | 138'001 CHF | 52'106 CHF | 99.59% | 99.59% |
13.05.2024 | 5.68% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 154'107 CHF | 54'369 CHF | 99.13% | 99.13% |
10.05.2024 | 7.30% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 132'192 CHF | 56'877 CHF | 99.55% | 99.55% |
08.05.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 130'095 CHF | 56'038 CHF | 99.11% | 99.11% |
07.05.2024 | 6.79% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 996'064 | 396'064 | 141'796 CHF | 60'325 CHF | 99.60% | 99.60% |
06.05.2024 | 6.35% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 137'355 CHF | 48'785 CHF | 99.60% | 99.60% |
03.05.2024 | 5.77% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 910'975 | 310'975 | 153'745 CHF | 55'446 CHF | 99.40% | 99.40% |
02.05.2024 | 5.36% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 163'520 CHF | 57'507 CHF | 99.60% | 99.60% |
30.04.2024 | 5.73% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 911'202 | 311'202 | 155'499 CHF | 55'979 CHF | 96.06% | 96.06% |