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 | 3.99% | 0.26 CHF | 0.27 CHF | 320'000 | 320'000 | 319'411 | 319'411 | 78'850 CHF | 82'050 CHF | 100.00% | 100.00% |
14.05.2024 | 4.36% | 0.24 CHF | 0.25 CHF | 330'000 | 330'000 | 330'108 | 330'108 | 74'223 CHF | 77'526 CHF | 100.00% | 100.00% |
13.05.2024 | 4.30% | 0.22 CHF | 0.23 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 77'382 CHF | 80'782 CHF | 100.00% | 100.00% |
10.05.2024 | 4.91% | 0.21 CHF | 0.22 CHF | 380'000 | 380'000 | 380'000 | 380'000 | 75'689 CHF | 79'489 CHF | 100.00% | 100.00% |
08.05.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 370'000 | 370'000 | 370'000 | 370'000 | 70'140 CHF | 73'840 CHF | 99.08% | 99.08% |
07.05.2024 | 4.28% | 0.22 CHF | 0.23 CHF | 380'000 | 380'000 | 367'240 | 367'240 | 84'442 CHF | 88'121 CHF | 99.99% | 99.99% |
06.05.2024 | 7.90% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 48'648 CHF | 52'648 CHF | 100.00% | 100.00% |
03.05.2024 | 8.34% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 400'182 | 400'182 | 45'995 CHF | 49'997 CHF | 99.97% | 99.97% |
02.05.2024 | 8.50% | 0.11 CHF | 0.12 CHF | 420'000 | 420'000 | 417'440 | 417'440 | 47'025 CHF | 51'199 CHF | 100.00% | 100.00% |
30.04.2024 | 8.06% | 0.11 CHF | 0.12 CHF | 420'000 | 420'000 | 404'185 | 404'185 | 48'128 CHF | 52'170 CHF | 99.99% | 99.99% |