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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 6.80% | 0.23 CHF | 0.25 CHF | 220'000 | 25'000 | 214'666 | 25'000 | 50'652 CHF | 6'330 CHF | 91.37% | 91.37% |
10.05.2024 | 6.98% | 0.24 CHF | 0.26 CHF | 210'000 | 25'000 | 200'273 | 23'703 | 45'588 CHF | 5'782 CHF | 100.00% | 100.00% |
08.05.2024 | 8.39% | 0.18 CHF | 0.20 CHF | 280'000 | 25'000 | 280'805 | 25'000 | 50'657 CHF | 4'909 CHF | 100.00% | 100.00% |
07.05.2024 | 8.28% | 0.18 CHF | 0.19 CHF | 280'000 | 25'000 | 262'225 | 25'000 | 50'474 CHF | 5'241 CHF | 97.06% | 97.06% |
06.05.2024 | 9.14% | 0.18 CHF | 0.19 CHF | 280'000 | 25'000 | 311'764 | 25'000 | 51'116 CHF | 4'495 CHF | 96.91% | 96.91% |
03.05.2024 | 9.57% | 0.15 CHF | 0.17 CHF | 340'000 | 25'000 | 324'879 | 25'000 | 51'134 CHF | 4'334 CHF | 97.93% | 97.93% |
02.05.2024 | 10.88% | 0.15 CHF | 0.17 CHF | 340'000 | 50'000 | 331'857 | 50'000 | 51'081 CHF | 8'590 CHF | 99.40% | 99.40% |
30.04.2024 | 8.69% | 0.15 CHF | 0.17 CHF | 340'000 | 25'000 | 294'997 | 25'000 | 50'958 CHF | 4'731 CHF | 99.99% | 99.99% |
29.04.2024 | 9.90% | 0.16 CHF | 0.18 CHF | 320'000 | 50'000 | 318'856 | 50'000 | 51'160 CHF | 8'865 CHF | 100.00% | 100.00% |
26.04.2024 | 8.56% | 0.16 CHF | 0.17 CHF | 320'000 | 50'000 | 300'042 | 50'000 | 50'912 CHF | 9'269 CHF | 99.22% | 99.22% |