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 | 3.97% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 111'218 CHF | 38'573 CHF | 98.31% | 98.31% |
14.05.2024 | 3.99% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 110'981 CHF | 38'494 CHF | 99.36% | 99.36% |
13.05.2024 | 4.25% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 104'289 CHF | 36'263 CHF | 98.93% | 98.93% |
10.05.2024 | 4.64% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 490'371 | 163'457 | 102'942 CHF | 35'949 CHF | 99.22% | 99.22% |
08.05.2024 | 5.12% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 578'916 | 192'972 | 110'128 CHF | 38'639 CHF | 98.59% | 98.59% |
07.05.2024 | 7.51% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 96'491 CHF | 34'664 CHF | 94.71% | 94.71% |
06.05.2024 | 7.92% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 91'086 CHF | 32'862 CHF | 99.37% | 99.37% |
03.05.2024 | 6.05% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 722'116 | 240'705 | 115'814 CHF | 41'012 CHF | 99.27% | 99.27% |
02.05.2024 | 6.00% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 749'341 | 249'780 | 121'198 CHF | 42'897 CHF | 99.36% | 99.36% |
30.04.2024 | 6.71% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 108'583 CHF | 38'694 CHF | 99.38% | 99.38% |