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 | 4.44% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 244'793 | 244'793 | 53'956 CHF | 56'404 CHF | 100.00% | 100.00% |
14.05.2024 | 4.53% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'954 CHF | 56'454 CHF | 99.62% | 99.62% |
13.05.2024 | 4.77% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'175 CHF | 53'675 CHF | 100.00% | 100.00% |
10.05.2024 | 4.93% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 255'379 | 255'379 | 50'494 CHF | 53'048 CHF | 100.00% | 100.00% |
08.05.2024 | 5.18% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 279'949 | 279'949 | 52'652 CHF | 55'451 CHF | 100.00% | 100.00% |
07.05.2024 | 5.39% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 295'633 | 295'633 | 53'333 CHF | 56'290 CHF | 99.85% | 99.85% |
06.05.2024 | 6.19% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 333'124 | 333'124 | 52'152 CHF | 55'484 CHF | 99.83% | 99.83% |
03.05.2024 | 6.70% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 363'570 | 363'570 | 52'470 CHF | 56'106 CHF | 100.00% | 100.00% |
02.05.2024 | 7.44% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 401'369 | 401'369 | 51'955 CHF | 55'969 CHF | 100.00% | 100.00% |
30.04.2024 | 6.42% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 347'200 | 347'200 | 52'373 CHF | 55'845 CHF | 100.00% | 100.00% |