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 | 3.75% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'372 CHF | 54'372 CHF | 99.72% | 99.72% |
13.05.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'635 CHF | 55'635 CHF | 100.00% | 100.00% |
10.05.2024 | 4.32% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 233'754 | 233'762 | 52'939 CHF | 55'278 CHF | 100.00% | 100.00% |
08.05.2024 | 4.58% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 247'698 | 247'690 | 52'835 CHF | 55'310 CHF | 100.00% | 100.00% |
07.05.2024 | 3.54% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 193'060 | 193'061 | 53'380 CHF | 55'311 CHF | 99.59% | 99.59% |
06.05.2024 | 7.76% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 415'218 | 415'219 | 51'455 CHF | 55'607 CHF | 99.77% | 99.77% |
03.05.2024 | 8.42% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 456'916 | 456'916 | 51'970 CHF | 56'539 CHF | 100.00% | 100.00% |
02.05.2024 | 8.65% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 467'152 | 467'145 | 51'669 CHF | 56'340 CHF | 100.00% | 100.00% |
30.04.2024 | 8.08% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 429'724 | 429'719 | 51'077 CHF | 55'373 CHF | 100.00% | 100.00% |
29.04.2024 | 7.43% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 399'958 | 399'958 | 51'846 CHF | 55'845 CHF | 94.64% | 94.64% |