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 | 7.67% | 0.13 CHF | 0.14 CHF | 460'000 | 460'000 | 457'052 | 457'052 | 57'616 CHF | 62'197 CHF | 100.00% | 100.00% |
14.05.2024 | 6.70% | 0.14 CHF | 0.16 CHF | 460'000 | 460'000 | 460'009 | 460'009 | 66'402 CHF | 71'003 CHF | 100.00% | 100.00% |
13.05.2024 | 6.61% | 0.14 CHF | 0.16 CHF | 460'000 | 460'000 | 466'145 | 466'145 | 68'261 CHF | 72'923 CHF | 100.00% | 100.00% |
10.05.2024 | 6.96% | 0.14 CHF | 0.16 CHF | 470'000 | 470'000 | 460'638 | 460'638 | 63'972 CHF | 68'578 CHF | 100.00% | 100.00% |
08.05.2024 | 5.56% | 0.18 CHF | 0.19 CHF | 470'000 | 470'000 | 467'972 | 467'972 | 81'836 CHF | 86'516 CHF | 99.15% | 99.15% |
07.05.2024 | 5.63% | 0.17 CHF | 0.18 CHF | 470'000 | 470'000 | 467'690 | 467'690 | 80'927 CHF | 85'608 CHF | 99.85% | 99.85% |
06.05.2024 | 5.85% | 0.17 CHF | 0.18 CHF | 470'000 | 470'000 | 468'062 | 468'062 | 77'787 CHF | 82'468 CHF | 100.00% | 100.00% |
03.05.2024 | 5.71% | 0.18 CHF | 0.19 CHF | 470'000 | 470'000 | 468'087 | 468'087 | 79'613 CHF | 84'294 CHF | 99.99% | 99.99% |
02.05.2024 | 5.76% | 0.17 CHF | 0.18 CHF | 470'000 | 470'000 | 468'062 | 468'062 | 79'019 CHF | 83'700 CHF | 100.00% | 100.00% |
30.04.2024 | 5.29% | 0.20 CHF | 0.21 CHF | 470'000 | 470'000 | 469'248 | 469'248 | 86'506 CHF | 91'201 CHF | 100.00% | 100.00% |