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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 5.73% | 0.18 CHF | 0.19 CHF | 575'000 | 575'000 | 605'598 | 605'623 | 102'749 CHF | 108'809 CHF | 100.00% | 100.00% |
10.05.2024 | 5.93% | 0.16 CHF | 0.17 CHF | 625'000 | 625'000 | 623'465 | 623'484 | 102'128 CHF | 108'366 CHF | 100.00% | 100.00% |
08.05.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 700'000 | 700'000 | 692'189 | 692'184 | 96'826 CHF | 103'747 CHF | 100.00% | 100.00% |
07.05.2024 | 7.34% | 0.14 CHF | 0.15 CHF | 700'000 | 700'000 | 725'262 | 725'519 | 95'191 CHF | 102'480 CHF | 99.77% | 99.77% |
06.05.2024 | 7.80% | 0.13 CHF | 0.14 CHF | 750'000 | 750'000 | 764'995 | 764'774 | 94'296 CHF | 101'918 CHF | 99.77% | 99.77% |
03.05.2024 | 8.44% | 0.12 CHF | 0.13 CHF | 800'000 | 800'000 | 813'044 | 812'394 | 92'364 CHF | 100'416 CHF | 100.00% | 100.00% |
02.05.2024 | 7.12% | 0.11 CHF | 0.12 CHF | 800'000 | 800'000 | 728'211 | 728'194 | 98'911 CHF | 106'190 CHF | 100.00% | 100.00% |
30.04.2024 | 6.85% | 0.15 CHF | 0.16 CHF | 700'000 | 700'000 | 703'526 | 703'517 | 99'163 CHF | 106'197 CHF | 100.00% | 100.00% |
29.04.2024 | 6.15% | 0.15 CHF | 0.16 CHF | 675'000 | 675'000 | 657'541 | 657'234 | 103'619 CHF | 110'145 CHF | 97.00% | 97.00% |
26.04.2024 | 6.49% | 0.15 CHF | 0.16 CHF | 675'000 | 675'000 | 693'050 | 693'047 | 103'351 CHF | 110'281 CHF | 100.00% | 100.00% |