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 | 5.95% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 324'213 | 324'225 | 52'887 CHF | 56'131 CHF | 86.00% | 86.00% |
14.05.2024 | 8.48% | 0.10 CHF | 0.11 CHF | 425'000 | 425'000 | 442'792 | 435'800 | 50'210 CHF | 53'891 CHF | 87.86% | 87.86% |
13.05.2024 | 6.42% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 347'211 | 347'210 | 52'315 CHF | 55'787 CHF | 95.23% | 95.23% |
10.05.2024 | 5.41% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 298'235 | 298'279 | 53'637 CHF | 56'627 CHF | 89.99% | 89.99% |
08.05.2024 | 5.62% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 304'318 | 304'318 | 52'716 CHF | 55'759 CHF | 91.61% | 91.61% |
07.05.2024 | 6.35% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 344'014 | 344'012 | 52'453 CHF | 55'893 CHF | 89.65% | 89.65% |
06.05.2024 | 6.19% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 333'053 | 333'055 | 52'139 CHF | 55'470 CHF | 94.27% | 94.27% |
03.05.2024 | 6.22% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 335'497 | 335'495 | 52'263 CHF | 55'617 CHF | 95.07% | 95.07% |
02.05.2024 | 6.47% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 349'967 | 349'972 | 52'358 CHF | 55'858 CHF | 92.69% | 92.69% |
30.04.2024 | 6.92% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 375'695 | 375'690 | 52'442 CHF | 56'198 CHF | 96.56% | 96.56% |