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 | 6.34% | 0.14 CHF | 0.15 CHF | 425'000 | 425'000 | 391'717 | 391'717 | 59'881 CHF | 63'799 CHF | 100.00% | 100.00% |
14.05.2024 | 5.42% | 0.17 CHF | 0.18 CHF | 350'000 | 350'000 | 345'055 | 345'064 | 62'033 CHF | 65'485 CHF | 92.21% | 92.21% |
13.05.2024 | 5.47% | 0.18 CHF | 0.19 CHF | 350'000 | 350'000 | 349'731 | 349'730 | 62'215 CHF | 65'712 CHF | 100.00% | 100.00% |
10.05.2024 | 5.24% | 0.18 CHF | 0.19 CHF | 350'000 | 350'000 | 327'011 | 327'010 | 60'770 CHF | 64'040 CHF | 100.00% | 100.00% |
08.05.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 275'000 | 275'000 | 274'530 | 274'523 | 64'391 CHF | 67'135 CHF | 100.00% | 100.00% |
07.05.2024 | 3.54% | 0.25 CHF | 0.26 CHF | 250'000 | 250'000 | 240'372 | 240'370 | 66'673 CHF | 69'076 CHF | 100.00% | 100.00% |
06.05.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 209'121 | 209'120 | 70'722 CHF | 72'812 CHF | 100.00% | 100.00% |
03.05.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 199'547 | 199'547 | 76'787 CHF | 78'783 CHF | 97.86% | 97.86% |
02.05.2024 | 2.46% | 0.43 CHF | 0.44 CHF | 175'000 | 175'000 | 195'423 | 195'423 | 78'326 CHF | 80'280 CHF | 100.00% | 100.00% |
30.04.2024 | 2.66% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 74'294 CHF | 76'294 CHF | 100.00% | 100.00% |