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 | 6.40% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 90'882 CHF | 32'294 CHF | 99.56% | 99.56% |
14.05.2024 | 6.35% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 91'765 CHF | 32'588 CHF | 99.47% | 99.47% |
13.05.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 114'424 CHF | 40'141 CHF | 99.15% | 99.15% |
10.05.2024 | 7.53% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 76'853 CHF | 27'618 CHF | 99.60% | 99.60% |
08.05.2024 | 8.01% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 742'587 | 247'529 | 88'967 CHF | 32'131 CHF | 99.14% | 99.14% |
07.05.2024 | 6.86% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 84'499 CHF | 30'166 CHF | 99.59% | 99.59% |
06.05.2024 | 6.28% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 92'626 CHF | 32'875 CHF | 99.60% | 99.60% |
03.05.2024 | 5.56% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 105'808 CHF | 37'269 CHF | 99.41% | 99.41% |
02.05.2024 | 4.97% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 117'812 CHF | 41'271 CHF | 99.48% | 99.48% |
30.04.2024 | 5.42% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 617'597 | 205'866 | 112'199 CHF | 39'458 CHF | 96.05% | 96.05% |