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 | 4.27% | 0.24 CHF | 0.25 CHF | 325'000 | 325'000 | 343'484 | 343'480 | 78'735 CHF | 82'169 CHF | 100.00% | 100.00% |
14.05.2024 | 5.14% | 0.20 CHF | 0.21 CHF | 375'000 | 375'000 | 386'367 | 386'366 | 73'259 CHF | 77'122 CHF | 99.73% | 99.73% |
13.05.2024 | 4.26% | 0.25 CHF | 0.26 CHF | 325'000 | 325'000 | 345'131 | 345'131 | 79'262 CHF | 82'714 CHF | 100.00% | 100.00% |
10.05.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 350'000 | 350'000 | 351'378 | 351'380 | 77'630 CHF | 81'144 CHF | 100.00% | 100.00% |
08.05.2024 | 5.52% | 0.18 CHF | 0.19 CHF | 400'000 | 400'000 | 402'771 | 402'776 | 70'955 CHF | 74'984 CHF | 100.00% | 100.00% |
07.05.2024 | 6.13% | 0.17 CHF | 0.18 CHF | 425'000 | 425'000 | 435'782 | 435'781 | 68'918 CHF | 73'276 CHF | 99.77% | 99.77% |
06.05.2024 | 6.81% | 0.15 CHF | 0.16 CHF | 450'000 | 450'000 | 470'218 | 470'219 | 66'724 CHF | 71'426 CHF | 99.78% | 99.78% |
03.05.2024 | 7.91% | 0.13 CHF | 0.14 CHF | 500'000 | 500'000 | 528'771 | 528'766 | 64'344 CHF | 69'631 CHF | 100.00% | 100.00% |
02.05.2024 | 6.57% | 0.11 CHF | 0.12 CHF | 550'000 | 550'000 | 466'091 | 466'089 | 68'927 CHF | 73'587 CHF | 100.00% | 100.00% |
30.04.2024 | 6.02% | 0.17 CHF | 0.18 CHF | 425'000 | 425'000 | 432'839 | 432'897 | 69'799 CHF | 74'137 CHF | 100.00% | 100.00% |