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 | 8.14% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 434'889 | 434'889 | 51'242 CHF | 55'591 CHF | 100.00% | 100.00% |
14.05.2024 | 8.09% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 431'260 | 431'260 | 51'152 CHF | 55'464 CHF | 99.78% | 99.78% |
13.05.2024 | 7.86% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 418'062 | 418'062 | 51'112 CHF | 55'293 CHF | 100.00% | 100.00% |
10.05.2024 | 7.02% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 380'983 | 380'983 | 52'368 CHF | 56'178 CHF | 100.00% | 100.00% |
08.05.2024 | 6.80% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 369'572 | 369'572 | 52'472 CHF | 56'168 CHF | 100.00% | 100.00% |
07.05.2024 | 6.74% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 366'147 | 366'147 | 52'505 CHF | 56'166 CHF | 99.86% | 99.86% |
06.05.2024 | 6.86% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 373'428 | 373'428 | 52'544 CHF | 56'278 CHF | 99.81% | 99.81% |
03.05.2024 | 6.49% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 352'723 | 352'723 | 52'573 CHF | 56'100 CHF | 100.00% | 100.00% |
02.05.2024 | 6.31% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 341'591 | 341'591 | 52'396 CHF | 55'812 CHF | 100.00% | 100.00% |
30.04.2024 | 6.75% | 0.18 CHF | 0.19 CHF | 325'000 | 325'000 | 364'269 | 364'269 | 52'105 CHF | 55'747 CHF | 100.00% | 100.00% |