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 | 6.10% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 788'248 | 262'749 | 125'240 CHF | 44'374 CHF | 99.49% | 99.49% |
14.05.2024 | 6.00% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 850'063 | 283'354 | 137'229 CHF | 48'576 CHF | 99.61% | 99.61% |
13.05.2024 | 6.92% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 125'596 CHF | 44'865 CHF | 99.13% | 99.13% |
10.05.2024 | 5.41% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 135'014 CHF | 47'505 CHF | 99.56% | 99.56% |
08.05.2024 | 4.98% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 147'014 CHF | 51'505 CHF | 99.11% | 99.11% |
07.05.2024 | 5.43% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 134'482 CHF | 47'328 CHF | 99.59% | 99.59% |
06.05.2024 | 5.72% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'519 | 250'173 | 127'477 CHF | 44'994 CHF | 99.55% | 99.55% |
03.05.2024 | 6.14% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 875'795 | 291'932 | 138'190 CHF | 48'983 CHF | 99.37% | 99.37% |
02.05.2024 | 6.44% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 135'309 CHF | 48'103 CHF | 99.46% | 99.46% |
30.04.2024 | 5.73% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 856'849 | 285'616 | 145'673 CHF | 51'414 CHF | 96.04% | 96.04% |