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 | 6.86% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 358'705 | 99'732 | 50'478 CHF | 15'040 CHF | 97.44% | 97.44% |
14.05.2024 | 6.56% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 337'232 | 98'792 | 49'828 CHF | 15'609 CHF | 99.71% | 99.71% |
13.05.2024 | 7.08% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 371'158 | 100'000 | 50'528 CHF | 14'640 CHF | 85.38% | 85.38% |
10.05.2024 | 6.47% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 340'684 | 100'000 | 50'972 CHF | 15'966 CHF | 99.37% | 99.37% |
08.05.2024 | 6.85% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 357'997 | 100'000 | 50'460 CHF | 15'100 CHF | 99.85% | 99.85% |
07.05.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 360'292 | 100'000 | 50'435 CHF | 15'004 CHF | 96.17% | 96.17% |
06.05.2024 | 6.65% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 348'967 | 100'000 | 50'731 CHF | 15'552 CHF | 100.00% | 100.00% |
03.05.2024 | 5.93% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 311'879 | 100'000 | 51'074 CHF | 17'406 CHF | 83.32% | 83.32% |
02.05.2024 | 7.29% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 383'251 | 100'000 | 50'633 CHF | 14'225 CHF | 99.11% | 99.11% |
30.04.2024 | 6.43% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 338'014 | 100'000 | 50'912 CHF | 16'111 CHF | 100.00% | 100.00% |