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 | 5.06% | 0.20 CHF | 0.21 CHF | 156'591 | 50'000 | 160'787 | 49'759 | 31'588 CHF | 10'283 CHF | 98.90% | 98.90% |
14.05.2024 | 5.05% | 0.19 CHF | 0.20 CHF | 162'903 | 50'000 | 165'812 | 50'000 | 32'018 CHF | 10'158 CHF | 100.00% | 100.00% |
13.05.2024 | 4.98% | 0.19 CHF | 0.20 CHF | 162'364 | 50'000 | 163'645 | 50'000 | 32'092 CHF | 10'305 CHF | 100.00% | 100.00% |
10.05.2024 | 5.15% | 0.20 CHF | 0.21 CHF | 163'178 | 50'000 | 167'241 | 50'000 | 31'630 CHF | 9'957 CHF | 100.00% | 100.00% |
08.05.2024 | 5.61% | 0.18 CHF | 0.19 CHF | 175'835 | 50'000 | 175'802 | 50'000 | 30'496 CHF | 9'173 CHF | 98.86% | 98.86% |
07.05.2024 | 6.35% | 0.17 CHF | 0.18 CHF | 183'959 | 50'000 | 198'463 | 50'000 | 30'305 CHF | 8'161 CHF | 96.43% | 96.43% |
06.05.2024 | 7.09% | 0.13 CHF | 0.14 CHF | 210'528 | 50'000 | 211'534 | 50'000 | 28'826 CHF | 7'312 CHF | 100.00% | 100.00% |
03.05.2024 | 7.81% | 0.13 CHF | 0.14 CHF | 222'322 | 75'000 | 232'582 | 75'000 | 28'611 CHF | 9'987 CHF | 97.93% | 97.93% |
02.05.2024 | 9.40% | 0.11 CHF | 0.12 CHF | 255'859 | 75'000 | 261'851 | 75'000 | 26'578 CHF | 8'365 CHF | 99.40% | 99.40% |
30.04.2024 | 8.38% | 0.10 CHF | 0.11 CHF | 254'427 | 75'000 | 239'178 | 75'000 | 27'398 CHF | 9'343 CHF | 100.00% | 100.00% |