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 | 7.45% | 0.13 CHF | 0.14 CHF | 291'835 | 25'000 | 303'467 | 24'955 | 39'233 CHF | 3'478 CHF | 93.30% | 93.30% |
14.05.2024 | 7.81% | 0.13 CHF | 0.14 CHF | 313'074 | 25'000 | 328'715 | 25'000 | 40'508 CHF | 3'334 CHF | 91.91% | 91.91% |
13.05.2024 | 7.29% | 0.13 CHF | 0.14 CHF | 310'885 | 25'000 | 318'824 | 25'000 | 42'149 CHF | 3'557 CHF | 92.63% | 92.63% |
10.05.2024 | 6.51% | 0.14 CHF | 0.15 CHF | 299'174 | 25'000 | 289'545 | 25'000 | 43'051 CHF | 3'968 CHF | 95.09% | 95.09% |
08.05.2024 | 6.65% | 0.14 CHF | 0.15 CHF | 309'302 | 25'000 | 294'586 | 25'000 | 42'984 CHF | 3'920 CHF | 60.42% | 60.42% |
07.05.2024 | 7.73% | 0.16 CHF | 0.17 CHF | 277'804 | 25'000 | 293'830 | 21'889 | 43'097 CHF | 3'472 CHF | 70.84% | 70.84% |
06.05.2024 | 8.34% | 0.12 CHF | 0.13 CHF | 344'930 | 25'000 | 342'443 | 24'932 | 39'399 CHF | 3'120 CHF | 97.48% | 97.48% |
03.05.2024 | 17.72% | 0.10 CHF | 0.12 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 1'223 CHF | 1'460 CHF | 88.07% | 88.07% |
02.05.2024 | 14.46% | 0.11 CHF | 0.12 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 1'344 CHF | 1'552 CHF | 92.02% | 92.02% |
30.04.2024 | 14.62% | 0.11 CHF | 0.13 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 1'325 CHF | 1'532 CHF | 85.16% | 85.16% |