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 | 5.12% | 0.18 CHF | 0.19 CHF | 200'000 | 200'000 | 191'437 | 191'437 | 37'872 CHF | 39'797 CHF | 100.00% | 100.00% |
14.05.2024 | 4.95% | 0.23 CHF | 0.24 CHF | 210'000 | 210'000 | 210'572 | 210'572 | 42'387 CHF | 44'497 CHF | 100.00% | 100.00% |
13.05.2024 | 6.67% | 0.16 CHF | 0.17 CHF | 230'000 | 230'000 | 238'454 | 238'454 | 34'619 CHF | 37'003 CHF | 100.00% | 100.00% |
10.05.2024 | 6.35% | 0.15 CHF | 0.16 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 36'581 CHF | 38'981 CHF | 100.00% | 100.00% |
08.05.2024 | 6.37% | 0.15 CHF | 0.16 CHF | 240'000 | 240'000 | 239'945 | 239'945 | 36'469 CHF | 38'869 CHF | 99.06% | 99.06% |
07.05.2024 | 6.54% | 0.15 CHF | 0.16 CHF | 240'000 | 240'000 | 239'572 | 239'572 | 35'556 CHF | 37'956 CHF | 99.63% | 99.63% |
06.05.2024 | 7.02% | 0.14 CHF | 0.15 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 33'028 CHF | 35'428 CHF | 100.00% | 100.00% |
03.05.2024 | 7.01% | 0.13 CHF | 0.14 CHF | 240'000 | 240'000 | 239'666 | 239'666 | 33'019 CHF | 35'415 CHF | 99.99% | 99.99% |
02.05.2024 | 6.70% | 0.14 CHF | 0.15 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 34'654 CHF | 37'054 CHF | 99.99% | 99.99% |
30.04.2024 | 7.14% | 0.13 CHF | 0.14 CHF | 240'000 | 240'000 | 238'789 | 238'789 | 32'242 CHF | 34'630 CHF | 99.99% | 99.99% |