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 | 5.00% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 267'123 | 267'123 | 52'066 CHF | 54'738 CHF | 86.88% | 86.88% |
14.05.2024 | 4.89% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 255'393 | 255'393 | 51'016 CHF | 53'569 CHF | 93.71% | 93.71% |
13.05.2024 | 5.63% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 302'234 | 302'234 | 52'153 CHF | 55'176 CHF | 97.78% | 97.78% |
10.05.2024 | 6.96% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 378'201 | 378'201 | 52'479 CHF | 56'261 CHF | 100.00% | 100.00% |
08.05.2024 | 7.30% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 393'484 | 393'484 | 51'998 CHF | 55'933 CHF | 100.00% | 100.00% |
07.05.2024 | 7.18% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 389'370 | 389'369 | 52'286 CHF | 56'180 CHF | 99.86% | 99.86% |
06.05.2024 | 6.54% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 352'585 | 352'585 | 52'168 CHF | 55'694 CHF | 99.81% | 99.81% |
03.05.2024 | 6.72% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 364'208 | 364'208 | 52'405 CHF | 56'047 CHF | 100.00% | 100.00% |
02.05.2024 | 7.03% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 380'374 | 380'374 | 52'249 CHF | 56'053 CHF | 100.00% | 100.00% |
30.04.2024 | 6.29% | 0.10 CHF | 0.11 CHF | 425'000 | 425'000 | 330'954 | 330'954 | 51'022 CHF | 54'332 CHF | 100.00% | 100.00% |