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 | 4.65% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 245'323 | 245'321 | 51'628 CHF | 54'081 CHF | 100.00% | 100.00% |
14.05.2024 | 4.09% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 220'551 | 220'555 | 52'792 CHF | 54'998 CHF | 99.80% | 99.80% |
13.05.2024 | 4.00% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 212'415 | 212'418 | 52'012 CHF | 54'137 CHF | 100.00% | 100.00% |
10.05.2024 | 4.25% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 227'306 | 227'306 | 52'311 CHF | 54'584 CHF | 100.00% | 100.00% |
08.05.2024 | 6.22% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 338'120 | 338'122 | 52'637 CHF | 56'019 CHF | 100.00% | 100.00% |
07.05.2024 | 9.91% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 535'861 | 388'026 | 51'390 CHF | 42'015 CHF | 99.83% | 99.83% |
06.05.2024 | 7.42% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 400'264 | 400'264 | 52'050 CHF | 56'052 CHF | 99.78% | 99.78% |
03.05.2024 | 7.70% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 411'176 | 411'217 | 51'400 CHF | 55'518 CHF | 100.00% | 100.00% |
02.05.2024 | 7.98% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 429'033 | 428'994 | 51'606 CHF | 55'892 CHF | 100.00% | 100.00% |
30.04.2024 | 6.31% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 340'381 | 340'385 | 52'224 CHF | 55'629 CHF | 100.00% | 100.00% |