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 | 6.65% | 0.26 CHF | 0.28 CHF | 150'000 | 50'000 | 149'278 | 49'759 | 38'522 CHF | 13'719 CHF | 98.90% | 98.90% |
14.05.2024 | 6.83% | 0.25 CHF | 0.27 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 39'219 CHF | 13'996 CHF | 100.00% | 100.00% |
13.05.2024 | 6.43% | 0.26 CHF | 0.28 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 40'578 CHF | 14'424 CHF | 100.00% | 100.00% |
10.05.2024 | 6.71% | 0.28 CHF | 0.29 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 42'043 CHF | 14'987 CHF | 97.80% | 97.80% |
08.05.2024 | 6.62% | 0.28 CHF | 0.30 CHF | 150'000 | 50'000 | 149'850 | 50'000 | 45'208 CHF | 16'117 CHF | 98.77% | 98.77% |
07.05.2024 | 5.65% | 0.36 CHF | 0.38 CHF | 140'000 | 50'000 | 139'452 | 50'000 | 51'592 CHF | 19'587 CHF | 96.43% | 96.43% |
06.05.2024 | 5.13% | 0.38 CHF | 0.40 CHF | 140'000 | 50'000 | 133'731 | 50'000 | 51'629 CHF | 20'331 CHF | 100.00% | 100.00% |
03.05.2024 | 5.70% | 0.36 CHF | 0.38 CHF | 140'000 | 50'000 | 146'030 | 50'000 | 51'636 CHF | 18'733 CHF | 97.68% | 97.68% |
02.05.2024 | 5.63% | 0.36 CHF | 0.38 CHF | 140'000 | 50'000 | 145'728 | 49'973 | 51'618 CHF | 18'735 CHF | 99.39% | 99.40% |
30.04.2024 | 5.13% | 0.36 CHF | 0.39 CHF | 140'000 | 50'000 | 131'685 | 50'000 | 51'656 CHF | 20'679 CHF | 100.00% | 100.00% |