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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 90'031 CHF | 32'511 CHF | 98.49% | 98.49% |
15.05.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 90'233 CHF | 32'578 CHF | 98.31% | 98.31% |
14.05.2024 | 7.80% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 92'928 CHF | 33'476 CHF | 99.35% | 99.35% |
13.05.2024 | 7.35% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 98'512 CHF | 35'337 CHF | 98.93% | 98.93% |
10.05.2024 | 6.93% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 249'976 | 104'752 CHF | 37'414 CHF | 99.23% | 99.23% |
08.05.2024 | 6.02% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 714'935 | 238'288 | 115'693 CHF | 40'943 CHF | 98.61% | 98.61% |
07.05.2024 | 4.04% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 199'974 | 145'876 CHF | 50'619 CHF | 94.72% | 94.72% |
06.05.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 589'336 | 196'449 | 155'076 CHF | 53'658 CHF | 99.37% | 99.37% |
03.05.2024 | 4.11% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 143'395 CHF | 49'798 CHF | 99.27% | 99.27% |
02.05.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 199'995 | 144'059 CHF | 50'018 CHF | 99.36% | 99.36% |