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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 7.24% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 391'511 | 391'513 | 52'115 CHF | 56'030 CHF | 100.00% | 100.00% |
07.05.2024 | 6.94% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 377'039 | 377'036 | 52'485 CHF | 56'255 CHF | 99.83% | 99.83% |
06.05.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 374'616 | 374'616 | 52'446 CHF | 56'193 CHF | 99.77% | 99.77% |
03.05.2024 | 6.54% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 355'194 | 355'194 | 52'527 CHF | 56'079 CHF | 100.00% | 100.00% |
02.05.2024 | 6.25% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 337'998 | 338'004 | 52'439 CHF | 55'820 CHF | 100.00% | 100.00% |
30.04.2024 | 7.02% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 388'435 | 388'435 | 53'420 CHF | 57'304 CHF | 100.00% | 100.00% |
29.04.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 406'109 | 406'109 | 52'741 CHF | 56'802 CHF | 95.07% | 95.07% |
26.04.2024 | 7.01% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 386'731 | 386'727 | 53'238 CHF | 57'105 CHF | 100.00% | 100.00% |
25.04.2024 | 7.43% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 407'000 | 407'000 | 52'758 CHF | 56'828 CHF | 84.46% | 84.46% |
24.04.2024 | 8.39% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 463'164 | 463'166 | 52'928 CHF | 57'560 CHF | 100.00% | 100.00% |