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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 6.60% | 0.15 CHF | 0.16 CHF | 866'600 | 866'600 | 864'459 | 864'459 | 126'788 CHF | 135'433 CHF | 97.66% | 97.66% |
06.05.2024 | 6.75% | 0.14 CHF | 0.16 CHF | 918'700 | 918'700 | 913'920 | 913'920 | 130'852 CHF | 139'991 CHF | 100.00% | 100.00% |
03.05.2024 | 6.95% | 0.14 CHF | 0.14 CHF | 945'800 | 945'800 | 943'805 | 943'805 | 131'042 CHF | 140'480 CHF | 100.00% | 100.00% |
02.05.2024 | 7.21% | 0.14 CHF | 0.14 CHF | 925'100 | 925'100 | 930'844 | 930'844 | 124'420 CHF | 133'728 CHF | 100.00% | 100.00% |
30.04.2024 | 6.67% | 0.14 CHF | 0.14 CHF | 789'800 | 789'800 | 775'850 | 775'850 | 112'636 CHF | 120'397 CHF | 100.00% | 100.00% |
29.04.2024 | 5.92% | 0.17 CHF | 0.18 CHF | 765'200 | 765'200 | 765'766 | 765'766 | 125'651 CHF | 133'310 CHF | 100.00% | 100.00% |
26.04.2024 | 6.02% | 0.16 CHF | 0.17 CHF | 808'500 | 808'500 | 798'164 | 798'164 | 128'569 CHF | 136'550 CHF | 99.62% | 99.62% |
25.04.2024 | 6.27% | 0.16 CHF | 0.17 CHF | 781'700 | 781'700 | 778'478 | 778'478 | 120'349 CHF | 128'134 CHF | 100.00% | 100.00% |
24.04.2024 | 5.95% | 0.16 CHF | 0.17 CHF | 757'000 | 757'000 | 745'770 | 745'770 | 121'535 CHF | 128'993 CHF | 99.80% | 99.80% |
23.04.2024 | 5.89% | 0.17 CHF | 0.18 CHF | 740'000 | 740'000 | 748'137 | 748'137 | 123'309 CHF | 130'791 CHF | 100.00% | 100.00% |