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 | 5.47% | 0.19 CHF | 0.20 CHF | 270'000 | 25'000 | 284'488 | 25'000 | 50'570 CHF | 4'698 CHF | 100.00% | 100.00% |
13.05.2024 | 5.38% | 0.18 CHF | 0.19 CHF | 280'000 | 25'000 | 279'070 | 25'000 | 50'484 CHF | 4'773 CHF | 97.04% | 97.04% |
10.05.2024 | 4.89% | 0.19 CHF | 0.20 CHF | 270'000 | 25'000 | 251'014 | 25'000 | 50'087 CHF | 5'240 CHF | 97.60% | 97.60% |
08.05.2024 | 4.94% | 0.19 CHF | 0.20 CHF | 270'000 | 25'000 | 257'101 | 25'000 | 50'775 CHF | 5'212 CHF | 60.83% | 60.83% |
07.05.2024 | 5.74% | 0.21 CHF | 0.22 CHF | 240'000 | 25'000 | 254'967 | 21'774 | 50'467 CHF | 4'569 CHF | 71.70% | 71.70% |
06.05.2024 | 5.85% | 0.17 CHF | 0.18 CHF | 300'000 | 25'000 | 304'271 | 24'932 | 50'790 CHF | 4'415 CHF | 97.48% | 97.48% |
03.05.2024 | 11.90% | 0.15 CHF | 0.17 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 1'854 CHF | 2'088 CHF | 93.65% | 93.65% |
02.05.2024 | 9.74% | 0.15 CHF | 0.17 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 1'920 CHF | 2'117 CHF | 97.72% | 97.72% |
30.04.2024 | 10.66% | 0.16 CHF | 0.18 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 1'896 CHF | 2'109 CHF | 95.89% | 95.89% |
29.04.2024 | 8.06% | 0.12 CHF | 0.13 CHF | 415'914 | 25'000 | 420'977 | 25'000 | 50'167 CHF | 3'230 CHF | 82.75% | 82.75% |