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 | 4.74% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 252'721 | 252'721 | 52'157 CHF | 54'684 CHF | 100.00% | 100.00% |
14.05.2024 | 4.45% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 245'849 | 245'849 | 54'067 CHF | 56'526 CHF | 99.77% | 99.77% |
13.05.2024 | 4.47% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 246'943 | 246'943 | 54'031 CHF | 56'500 CHF | 100.00% | 100.00% |
10.05.2024 | 4.61% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'378 | 250'378 | 53'128 CHF | 55'632 CHF | 100.00% | 100.00% |
08.05.2024 | 5.40% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 294'288 | 294'288 | 53'061 CHF | 56'004 CHF | 100.00% | 100.00% |
07.05.2024 | 6.63% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 358'975 | 358'975 | 52'380 CHF | 55'969 CHF | 99.86% | 99.86% |
06.05.2024 | 6.14% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 329'183 | 329'183 | 51'961 CHF | 55'253 CHF | 99.83% | 99.83% |
03.05.2024 | 7.08% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 382'100 | 382'100 | 52'101 CHF | 55'922 CHF | 100.00% | 100.00% |
02.05.2024 | 7.38% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 396'910 | 396'910 | 51'855 CHF | 55'824 CHF | 100.00% | 100.00% |
30.04.2024 | 5.78% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 305'128 | 305'128 | 51'261 CHF | 54'313 CHF | 100.00% | 100.00% |