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 | 7.93% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 72'912 CHF | 26'304 CHF | 98.31% | 98.31% |
14.05.2024 | 7.56% | 0.11 CHF | 0.12 CHF | 600'000 | 200'000 | 571'826 | 190'595 | 73'099 CHF | 26'271 CHF | 99.35% | 99.35% |
13.05.2024 | 6.92% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 575'514 | 191'838 | 80'240 CHF | 28'665 CHF | 98.93% | 98.93% |
10.05.2024 | 6.51% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 507'272 | 169'091 | 75'083 CHF | 26'719 CHF | 99.22% | 99.22% |
08.05.2024 | 5.23% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 449'685 | 149'892 | 86'092 CHF | 30'196 CHF | 98.61% | 98.61% |
07.05.2024 | 2.98% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 308'836 | 102'943 | 102'207 CHF | 35'098 CHF | 94.71% | 94.71% |
06.05.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 299'987 | 100'000 | 110'742 CHF | 37'916 CHF | 99.36% | 99.36% |
03.05.2024 | 3.16% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 383'723 | 127'908 | 118'773 CHF | 40'870 CHF | 99.27% | 99.27% |
02.05.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 374'388 | 124'796 | 116'938 CHF | 40'227 CHF | 99.36% | 99.36% |
30.04.2024 | 2.53% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 300'000 | 99'998 | 117'808 CHF | 40'269 CHF | 99.38% | 99.38% |