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 | 7.62% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 409'092 | 409'092 | 51'674 CHF | 55'765 CHF | 100.00% | 100.00% |
14.05.2024 | 7.52% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 404'804 | 404'804 | 51'856 CHF | 55'904 CHF | 99.77% | 99.77% |
13.05.2024 | 8.16% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 436'936 | 436'936 | 51'368 CHF | 55'738 CHF | 100.00% | 100.00% |
10.05.2024 | 9.07% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 482'526 | 482'526 | 50'813 CHF | 55'638 CHF | 100.00% | 100.00% |
08.05.2024 | 9.34% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 494'529 | 494'529 | 50'524 CHF | 55'469 CHF | 100.00% | 100.00% |
07.05.2024 | 9.32% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 494'430 | 494'430 | 50'648 CHF | 55'592 CHF | 99.85% | 99.85% |
06.05.2024 | 8.73% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 475'751 | 475'751 | 52'135 CHF | 56'893 CHF | 99.82% | 99.82% |
03.05.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 475'000 | 475'000 | 52'241 CHF | 56'991 CHF | 100.00% | 100.00% |
02.05.2024 | 8.98% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 480'447 | 480'447 | 51'186 CHF | 55'991 CHF | 100.00% | 100.00% |
30.04.2024 | 8.37% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 450'679 | 396'303 | 51'616 CHF | 50'638 CHF | 100.00% | 100.00% |