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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 25.02% | 0.06 CHF | 0.07 CHF | 350'000 | 350'000 | 346'172 | 346'172 | 17'582 CHF | 22'464 CHF | 100.00% | 100.00% |
13.05.2024 | 23.44% | 0.05 CHF | 0.06 CHF | 350'000 | 350'000 | 346'171 | 346'171 | 19'112 CHF | 23'994 CHF | 100.00% | 100.00% |
10.05.2024 | 20.73% | 0.06 CHF | 0.08 CHF | 350'000 | 350'000 | 346'172 | 346'172 | 21'631 CHF | 26'513 CHF | 100.00% | 100.00% |
08.05.2024 | 15.67% | 0.08 CHF | 0.10 CHF | 350'000 | 350'000 | 346'158 | 346'158 | 29'394 CHF | 34'276 CHF | 99.67% | 99.67% |
07.05.2024 | 12.93% | 0.08 CHF | 0.10 CHF | 350'000 | 350'000 | 346'019 | 346'019 | 36'312 CHF | 41'194 CHF | 100.00% | 100.00% |
06.05.2024 | 11.84% | 0.12 CHF | 0.13 CHF | 350'000 | 350'000 | 346'171 | 346'171 | 39'734 CHF | 44'616 CHF | 100.00% | 100.00% |
03.05.2024 | 10.69% | 0.13 CHF | 0.14 CHF | 350'000 | 350'000 | 346'122 | 346'122 | 44'456 CHF | 49'338 CHF | 98.98% | 98.98% |
02.05.2024 | 8.46% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 346'148 | 346'148 | 56'592 CHF | 61'474 CHF | 99.32% | 99.32% |
30.04.2024 | 8.85% | 0.17 CHF | 0.18 CHF | 350'000 | 350'000 | 346'015 | 346'015 | 53'898 CHF | 58'781 CHF | 99.99% | 99.99% |
29.04.2024 | 8.97% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 346'119 | 346'119 | 53'225 CHF | 58'107 CHF | 99.70% | 99.70% |