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 | 7.73% | 0.11 CHF | 0.12 CHF | 230'000 | 230'000 | 226'892 | 226'892 | 29'359 CHF | 31'640 CHF | 100.00% | 100.00% |
14.05.2024 | 7.83% | 0.15 CHF | 0.16 CHF | 220'000 | 220'000 | 227'618 | 227'618 | 28'734 CHF | 31'014 CHF | 100.00% | 100.00% |
13.05.2024 | 10.75% | 0.10 CHF | 0.11 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 21'205 CHF | 23'605 CHF | 100.00% | 100.00% |
10.05.2024 | 10.33% | 0.09 CHF | 0.10 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 22'032 CHF | 24'432 CHF | 100.00% | 100.00% |
08.05.2024 | 10.07% | 0.09 CHF | 0.10 CHF | 240'000 | 240'000 | 239'945 | 239'945 | 22'639 CHF | 25'039 CHF | 99.06% | 99.06% |
07.05.2024 | 10.47% | 0.09 CHF | 0.10 CHF | 240'000 | 240'000 | 239'638 | 239'638 | 21'773 CHF | 24'173 CHF | 99.66% | 99.66% |
06.05.2024 | 11.51% | 0.09 CHF | 0.10 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 19'666 CHF | 22'066 CHF | 100.00% | 100.00% |
03.05.2024 | 11.43% | 0.08 CHF | 0.09 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 19'809 CHF | 22'209 CHF | 100.00% | 100.00% |
02.05.2024 | 11.00% | 0.08 CHF | 0.09 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 20'617 CHF | 23'017 CHF | 100.00% | 100.00% |
30.04.2024 | 11.71% | 0.08 CHF | 0.09 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 19'301 CHF | 21'701 CHF | 100.00% | 100.00% |