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 | 13.78% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 932'630 | 332'630 | 63'151 CHF | 25'746 CHF | 93.94% | 93.94% |
13.05.2024 | 11.77% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 71'995 CHF | 26'998 CHF | 91.96% | 91.96% |
10.05.2024 | 9.19% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 753'751 | 251'250 | 78'459 CHF | 28'665 CHF | 96.38% | 96.38% |
08.05.2024 | 7.43% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 768'394 | 256'131 | 99'637 CHF | 35'774 CHF | 98.89% | 98.89% |
07.05.2024 | 3.60% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 164'006 CHF | 56'669 CHF | 99.58% | 99.58% |
06.05.2024 | 3.50% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 168'977 CHF | 58'326 CHF | 97.10% | 97.10% |
03.05.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 181'141 CHF | 62'380 CHF | 99.31% | 99.31% |
02.05.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 197'607 CHF | 67'869 CHF | 99.39% | 99.39% |
30.04.2024 | 3.58% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 165'161 CHF | 57'054 CHF | 99.39% | 99.39% |
29.04.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 180'241 CHF | 62'080 CHF | 98.14% | 98.14% |