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 | 15.56% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 861'092 | 432'395 | 51'031 CHF | 29'942 CHF | 99.16% | 99.16% |
13.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 845'427 | 423'666 | 50'726 CHF | 29'657 CHF | 99.39% | 99.39% |
10.05.2024 | 15.36% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 836'598 | 421'091 | 50'296 CHF | 29'527 CHF | 99.39% | 99.39% |
08.05.2024 | 14.29% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 775'000 | 400'000 | 50'375 CHF | 30'000 CHF | 99.38% | 99.38% |
07.05.2024 | 14.72% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 800'622 | 408'761 | 50'359 CHF | 29'816 CHF | 99.24% | 99.24% |
06.05.2024 | 15.33% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 839'285 | 421'633 | 50'567 CHF | 29'623 CHF | 99.21% | 99.21% |
03.05.2024 | 14.36% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 774'335 | 400'034 | 50'051 CHF | 29'861 CHF | 99.39% | 99.39% |
02.05.2024 | 14.27% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 759'048 | 395'216 | 49'386 CHF | 29'666 CHF | 99.39% | 99.39% |
30.04.2024 | 13.84% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 752'288 | 388'644 | 50'604 CHF | 30'031 CHF | 99.43% | 99.43% |
29.04.2024 | 13.19% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 712'109 | 381'426 | 50'473 CHF | 31'312 CHF | 99.30% | 99.30% |