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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 5.03% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 262'397 | 100'000 | 50'872 CHF | 20'412 CHF | 98.43% | 98.43% |
13.05.2024 | 5.34% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 278'489 | 100'000 | 50'719 CHF | 19'339 CHF | 99.69% | 99.69% |
10.05.2024 | 6.93% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 362'173 | 100'000 | 50'465 CHF | 14'946 CHF | 97.49% | 97.49% |
08.05.2024 | 7.21% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 378'430 | 100'000 | 50'584 CHF | 14'386 CHF | 99.97% | 99.97% |
07.05.2024 | 6.31% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 332'500 | 100'000 | 51'026 CHF | 16'375 CHF | 95.67% | 95.67% |
06.05.2024 | 5.96% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 313'863 | 100'000 | 51'090 CHF | 17'307 CHF | 100.00% | 100.00% |
03.05.2024 | 5.74% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 301'466 | 100'000 | 50'991 CHF | 17'931 CHF | 96.13% | 96.13% |
02.05.2024 | 5.21% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 272'892 | 100'000 | 51'040 CHF | 19'711 CHF | 99.13% | 99.13% |
30.04.2024 | 4.86% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 250'205 | 100'000 | 50'256 CHF | 21'105 CHF | 96.89% | 96.89% |
29.04.2024 | 5.40% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 281'385 | 100'000 | 50'680 CHF | 19'033 CHF | 98.85% | 98.85% |