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 | 3.27% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 257'932 | 257'950 | 77'652 CHF | 80'237 CHF | 100.00% | 100.00% |
14.05.2024 | 3.67% | 0.28 CHF | 0.29 CHF | 275'000 | 275'000 | 275'287 | 274'249 | 73'767 CHF | 76'240 CHF | 92.20% | 92.20% |
13.05.2024 | 3.70% | 0.27 CHF | 0.28 CHF | 275'000 | 275'000 | 274'980 | 275'000 | 72'991 CHF | 75'746 CHF | 100.00% | 100.00% |
10.05.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 275'000 | 275'000 | 297'951 | 298'034 | 72'934 CHF | 75'936 CHF | 100.00% | 100.00% |
08.05.2024 | 5.08% | 0.20 CHF | 0.21 CHF | 350'000 | 350'000 | 350'370 | 350'466 | 67'281 CHF | 70'804 CHF | 100.00% | 100.00% |
07.05.2024 | 6.08% | 0.18 CHF | 0.19 CHF | 375'000 | 375'000 | 402'525 | 402'604 | 64'195 CHF | 68'234 CHF | 100.00% | 100.00% |
06.05.2024 | 7.18% | 0.13 CHF | 0.14 CHF | 475'000 | 475'000 | 463'952 | 463'952 | 62'303 CHF | 66'943 CHF | 100.00% | 100.00% |
03.05.2024 | 7.89% | 0.12 CHF | 0.13 CHF | 500'000 | 500'000 | 501'833 | 501'826 | 61'119 CHF | 66'137 CHF | 97.86% | 97.86% |
02.05.2024 | 7.89% | 0.11 CHF | 0.12 CHF | 550'000 | 550'000 | 510'212 | 510'233 | 62'185 CHF | 67'290 CHF | 100.00% | 100.00% |
30.04.2024 | 7.07% | 0.13 CHF | 0.14 CHF | 475'000 | 475'000 | 469'640 | 469'640 | 64'119 CHF | 68'815 CHF | 100.00% | 100.00% |