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 | 6.26% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 323'778 | 99'750 | 51'162 CHF | 16'789 CHF | 98.88% | 98.88% |
14.05.2024 | 6.30% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 332'247 | 100'000 | 51'078 CHF | 16'388 CHF | 100.00% | 100.00% |
13.05.2024 | 6.46% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 340'260 | 100'000 | 50'992 CHF | 15'987 CHF | 100.00% | 100.00% |
10.05.2024 | 6.93% | 0.14 CHF | 0.15 CHF | 360'000 | 200'000 | 361'998 | 200'000 | 50'420 CHF | 29'867 CHF | 100.00% | 100.00% |
08.05.2024 | 7.46% | 0.13 CHF | 0.14 CHF | 390'000 | 200'000 | 392'914 | 200'000 | 50'671 CHF | 27'806 CHF | 100.00% | 100.00% |
07.05.2024 | 8.22% | 0.12 CHF | 0.13 CHF | 420'000 | 200'000 | 432'637 | 200'000 | 50'463 CHF | 25'368 CHF | 96.44% | 96.44% |
06.05.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 460'000 | 200'000 | 460'000 | 200'000 | 50'600 CHF | 24'000 CHF | 100.00% | 100.00% |
03.05.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 460'000 | 200'000 | 460'040 | 200'000 | 50'599 CHF | 23'998 CHF | 98.64% | 98.64% |
02.05.2024 | 8.25% | 0.11 CHF | 0.12 CHF | 460'000 | 200'000 | 434'146 | 200'000 | 50'471 CHF | 25'293 CHF | 99.13% | 99.13% |
30.04.2024 | 8.37% | 0.12 CHF | 0.13 CHF | 420'000 | 200'000 | 441'149 | 200'000 | 50'506 CHF | 24'943 CHF | 100.00% | 100.00% |