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 | 4.62% | 0.19 CHF | 0.20 CHF | 130'000 | 130'000 | 127'693 | 127'693 | 28'121 CHF | 29'405 CHF | 100.00% | 100.00% |
14.05.2024 | 4.30% | 0.26 CHF | 0.27 CHF | 130'000 | 130'000 | 129'774 | 129'774 | 30'365 CHF | 31'665 CHF | 100.00% | 100.00% |
13.05.2024 | 6.15% | 0.18 CHF | 0.19 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 22'170 CHF | 23'570 CHF | 100.00% | 100.00% |
10.05.2024 | 5.64% | 0.16 CHF | 0.17 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 24'153 CHF | 25'553 CHF | 100.00% | 100.00% |
08.05.2024 | 5.75% | 0.17 CHF | 0.18 CHF | 140'000 | 140'000 | 139'968 | 139'968 | 23'645 CHF | 25'045 CHF | 99.06% | 99.06% |
07.05.2024 | 5.99% | 0.16 CHF | 0.17 CHF | 150'000 | 150'000 | 149'732 | 149'732 | 24'369 CHF | 25'869 CHF | 99.63% | 99.63% |
06.05.2024 | 6.54% | 0.16 CHF | 0.17 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 22'250 CHF | 23'750 CHF | 100.00% | 100.00% |
03.05.2024 | 6.54% | 0.14 CHF | 0.15 CHF | 160'000 | 160'000 | 158'896 | 158'896 | 23'508 CHF | 25'097 CHF | 100.00% | 100.00% |
02.05.2024 | 6.12% | 0.14 CHF | 0.15 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 23'807 CHF | 25'307 CHF | 100.00% | 100.00% |
30.04.2024 | 6.81% | 0.14 CHF | 0.15 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 21'274 CHF | 22'774 CHF | 100.00% | 100.00% |