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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 6.11% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 322'627 | 100'000 | 51'169 CHF | 16'869 CHF | 100.00% | 100.00% |
07.05.2024 | 5.94% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 313'064 | 100'000 | 51'127 CHF | 17'347 CHF | 95.73% | 95.73% |
06.05.2024 | 6.16% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 324'978 | 100'000 | 51'150 CHF | 16'751 CHF | 94.79% | 94.79% |
03.05.2024 | 6.65% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 349'092 | 100'000 | 50'727 CHF | 15'545 CHF | 98.63% | 98.63% |
02.05.2024 | 7.17% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 375'970 | 100'000 | 50'560 CHF | 14'468 CHF | 99.13% | 99.13% |
30.04.2024 | 7.08% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 370'785 | 100'000 | 50'508 CHF | 14'641 CHF | 100.00% | 100.00% |
29.04.2024 | 7.22% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 378'799 | 100'000 | 50'588 CHF | 14'373 CHF | 100.00% | 100.00% |
26.04.2024 | 7.49% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 393'833 | 100'000 | 50'582 CHF | 13'872 CHF | 99.60% | 99.60% |
25.04.2024 | 7.77% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 408'399 | 100'000 | 50'516 CHF | 13'387 CHF | 99.43% | 99.43% |
24.04.2024 | 6.87% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 359'023 | 100'000 | 50'429 CHF | 15'049 CHF | 100.00% | 100.00% |