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 | 5.50% | 0.23 CHF | 0.24 CHF | 350'000 | 350'000 | 197'740 | 197'740 | 37'736 CHF | 39'728 CHF | 100.00% | 100.00% |
14.05.2024 | 5.65% | 0.18 CHF | 0.19 CHF | 360'000 | 360'000 | 199'677 | 199'677 | 35'470 CHF | 37'476 CHF | 99.90% | 99.90% |
13.05.2024 | 7.05% | 0.16 CHF | 0.17 CHF | 360'000 | 360'000 | 199'690 | 199'690 | 28'745 CHF | 30'750 CHF | 100.00% | 100.00% |
10.05.2024 | 7.25% | 0.11 CHF | 0.12 CHF | 360'000 | 360'000 | 199'937 | 199'937 | 26'727 CHF | 28'734 CHF | 100.00% | 100.00% |
08.05.2024 | 8.27% | 0.11 CHF | 0.12 CHF | 370'000 | 370'000 | 200'162 | 200'162 | 23'603 CHF | 25'614 CHF | 98.65% | 98.65% |
07.05.2024 | 7.06% | 0.13 CHF | 0.14 CHF | 370'000 | 370'000 | 201'290 | 201'290 | 28'451 CHF | 30'472 CHF | 98.38% | 98.38% |
06.05.2024 | 7.78% | 0.12 CHF | 0.13 CHF | 370'000 | 370'000 | 204'141 | 204'141 | 26'335 CHF | 28'384 CHF | 99.86% | 99.86% |
03.05.2024 | 6.92% | 0.18 CHF | 0.19 CHF | 360'000 | 360'000 | 135'061 | 135'061 | 24'217 CHF | 25'783 CHF | 99.26% | 99.26% |
02.05.2024 | 12.21% | 0.08 CHF | 0.09 CHF | 380'000 | 380'000 | 214'748 | 214'748 | 16'999 CHF | 19'155 CHF | 100.00% | 100.00% |
30.04.2024 | 9.66% | 0.10 CHF | 0.11 CHF | 380'000 | 380'000 | 211'742 | 211'742 | 21'689 CHF | 23'816 CHF | 99.68% | 99.68% |