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 | 4.68% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'479 | 250'479 | 52'339 CHF | 54'844 CHF | 100.00% | 100.00% |
14.05.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 274'639 | 274'616 | 52'022 CHF | 54'764 CHF | 99.72% | 99.72% |
13.05.2024 | 3.93% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 209'813 | 209'813 | 52'276 CHF | 54'375 CHF | 100.00% | 100.00% |
10.05.2024 | 3.78% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 201'262 | 201'278 | 52'309 CHF | 54'325 CHF | 100.00% | 100.00% |
08.05.2024 | 4.97% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 264'654 | 264'688 | 51'868 CHF | 54'521 CHF | 100.00% | 100.00% |
07.05.2024 | 6.14% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 329'380 | 329'379 | 51'994 CHF | 55'288 CHF | 99.77% | 99.77% |
06.05.2024 | 7.12% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 385'558 | 385'559 | 52'208 CHF | 56'064 CHF | 99.76% | 99.76% |
03.05.2024 | 8.11% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 435'165 | 435'174 | 51'490 CHF | 55'843 CHF | 100.00% | 100.00% |
02.05.2024 | 8.29% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 444'596 | 444'598 | 51'425 CHF | 55'871 CHF | 100.00% | 100.00% |
30.04.2024 | 7.55% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 404'997 | 404'997 | 51'663 CHF | 55'713 CHF | 100.00% | 100.00% |