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 | 7.06% | 0.14 CHF | 0.15 CHF | 270'000 | 270'000 | 269'520 | 269'520 | 37'022 CHF | 39'722 CHF | 100.00% | 100.00% |
14.05.2024 | 8.56% | 0.12 CHF | 0.13 CHF | 270'000 | 270'000 | 277'950 | 277'950 | 31'168 CHF | 33'949 CHF | 99.97% | 99.97% |
13.05.2024 | 6.98% | 0.15 CHF | 0.16 CHF | 270'000 | 270'000 | 270'000 | 270'000 | 37'385 CHF | 40'085 CHF | 99.82% | 99.82% |
10.05.2024 | 7.26% | 0.13 CHF | 0.14 CHF | 270'000 | 270'000 | 270'000 | 270'000 | 35'899 CHF | 38'599 CHF | 100.00% | 100.00% |
08.05.2024 | 9.31% | 0.10 CHF | 0.11 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 28'700 CHF | 31'500 CHF | 98.62% | 98.62% |
07.05.2024 | 10.37% | 0.10 CHF | 0.11 CHF | 280'000 | 280'000 | 279'587 | 279'587 | 25'649 CHF | 28'449 CHF | 99.96% | 99.96% |
06.05.2024 | 11.22% | 0.09 CHF | 0.10 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 23'588 CHF | 26'388 CHF | 100.00% | 100.00% |
03.05.2024 | 13.03% | 0.08 CHF | 0.09 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 20'218 CHF | 23'018 CHF | 99.97% | 99.97% |
02.05.2024 | 10.53% | 0.06 CHF | 0.07 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 25'560 CHF | 28'360 CHF | 98.52% | 98.52% |
30.04.2024 | 9.70% | 0.10 CHF | 0.11 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 27'486 CHF | 30'286 CHF | 100.00% | 100.00% |