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 | 6.33% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 342'015 | 342'015 | 52'338 CHF | 55'758 CHF | 100.00% | 100.00% |
14.05.2024 | 6.71% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 363'643 | 363'644 | 52'416 CHF | 56'052 CHF | 99.76% | 99.76% |
13.05.2024 | 7.00% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 380'124 | 380'124 | 52'383 CHF | 56'184 CHF | 100.00% | 100.00% |
10.05.2024 | 6.93% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 375'782 | 375'782 | 52'364 CHF | 56'122 CHF | 100.00% | 100.00% |
08.05.2024 | 7.27% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 392'415 | 392'414 | 52'034 CHF | 55'958 CHF | 96.88% | 96.88% |
07.05.2024 | 6.54% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 355'410 | 355'410 | 52'531 CHF | 56'086 CHF | 99.82% | 99.82% |
06.05.2024 | 6.52% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 352'735 | 352'735 | 52'377 CHF | 55'904 CHF | 99.76% | 99.76% |
03.05.2024 | 6.55% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 355'104 | 355'105 | 52'481 CHF | 56'032 CHF | 100.00% | 100.00% |
02.05.2024 | 6.13% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 330'527 | 330'528 | 52'300 CHF | 55'606 CHF | 100.00% | 100.00% |
30.04.2024 | 5.73% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 303'906 | 303'905 | 51'510 CHF | 54'549 CHF | 100.00% | 100.00% |