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 | 5.64% | 0.19 CHF | 0.20 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 259'665 CHF | 18'311 CHF | 99.36% | 99.36% |
13.05.2024 | 5.90% | 0.17 CHF | 0.18 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 247'486 CHF | 17'499 CHF | 98.85% | 98.85% |
10.05.2024 | 6.35% | 0.17 CHF | 0.18 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 231'178 CHF | 16'412 CHF | 99.36% | 99.36% |
08.05.2024 | 7.47% | 0.14 CHF | 0.14 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 193'614 CHF | 13'908 CHF | 99.36% | 99.36% |
07.05.2024 | 7.65% | 0.13 CHF | 0.14 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 189'036 CHF | 13'602 CHF | 99.37% | 99.37% |
06.05.2024 | 8.61% | 0.12 CHF | 0.13 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 166'979 CHF | 12'132 CHF | 99.36% | 99.36% |
03.05.2024 | 10.67% | 0.10 CHF | 0.11 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 133'800 CHF | 9'920 CHF | 99.13% | 99.13% |
02.05.2024 | 10.27% | 0.08 CHF | 0.09 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 139'368 CHF | 10'291 CHF | 99.33% | 99.33% |
30.04.2024 | 7.31% | 0.12 CHF | 0.13 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 198'332 CHF | 14'222 CHF | 99.23% | 99.23% |
29.04.2024 | 6.12% | 0.15 CHF | 0.16 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 237'914 CHF | 16'861 CHF | 98.79% | 98.79% |