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 | 3.86% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 50'833 CHF | 52'833 CHF | 100.00% | 100.00% |
14.05.2024 | 4.03% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 217'277 | 217'277 | 52'823 CHF | 54'995 CHF | 99.78% | 99.78% |
13.05.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 225'281 | 225'281 | 51'791 CHF | 54'044 CHF | 100.00% | 100.00% |
10.05.2024 | 4.51% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 54'184 CHF | 56'684 CHF | 100.00% | 100.00% |
08.05.2024 | 4.52% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 249'864 | 249'864 | 54'038 CHF | 56'537 CHF | 100.00% | 100.00% |
07.05.2024 | 6.84% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 371'967 | 371'967 | 52'560 CHF | 56'279 CHF | 99.85% | 99.85% |
06.05.2024 | 6.99% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 378'696 | 378'696 | 52'335 CHF | 56'122 CHF | 99.83% | 99.83% |
03.05.2024 | 7.17% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 387'499 | 387'499 | 52'131 CHF | 56'006 CHF | 100.00% | 100.00% |
02.05.2024 | 7.53% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 405'155 | 405'155 | 51'771 CHF | 55'822 CHF | 100.00% | 100.00% |
30.04.2024 | 6.47% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 350'186 | 350'186 | 52'361 CHF | 55'863 CHF | 100.00% | 100.00% |