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 | 11.76% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 60'015 CHF | 22'505 CHF | 98.32% | 98.32% |
14.05.2024 | 11.54% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 61'749 CHF | 23'083 CHF | 99.37% | 99.37% |
13.05.2024 | 11.23% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 63'551 CHF | 23'684 CHF | 98.92% | 98.92% |
10.05.2024 | 10.11% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 70'609 CHF | 26'036 CHF | 99.37% | 99.37% |
08.05.2024 | 10.18% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 70'147 CHF | 25'882 CHF | 99.36% | 99.36% |
07.05.2024 | 10.43% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 68'235 CHF | 25'245 CHF | 94.64% | 94.64% |
06.05.2024 | 9.81% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 72'891 CHF | 26'797 CHF | 99.37% | 99.37% |
03.05.2024 | 9.81% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 72'863 CHF | 26'788 CHF | 99.36% | 99.36% |
02.05.2024 | 9.84% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 72'669 CHF | 26'723 CHF | 99.37% | 99.37% |
30.04.2024 | 8.05% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 90'570 CHF | 32'690 CHF | 99.36% | 99.36% |