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 | 7.17% | 0.14 CHF | 0.15 CHF | 120'000 | 120'000 | 119'786 | 119'786 | 16'199 CHF | 17'399 CHF | 100.00% | 100.00% |
14.05.2024 | 6.39% | 0.15 CHF | 0.16 CHF | 130'000 | 130'000 | 129'930 | 129'930 | 19'833 CHF | 21'133 CHF | 99.94% | 99.94% |
13.05.2024 | 7.30% | 0.13 CHF | 0.14 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 17'213 CHF | 18'513 CHF | 100.00% | 100.00% |
10.05.2024 | 6.97% | 0.13 CHF | 0.14 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 18'027 CHF | 19'327 CHF | 100.00% | 100.00% |
08.05.2024 | 7.32% | 0.13 CHF | 0.14 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 17'107 CHF | 18'407 CHF | 99.24% | 99.24% |
07.05.2024 | 7.69% | 0.13 CHF | 0.14 CHF | 130'000 | 130'000 | 129'895 | 129'895 | 16'281 CHF | 17'581 CHF | 98.30% | 98.30% |
06.05.2024 | 6.94% | 0.13 CHF | 0.14 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 18'107 CHF | 19'407 CHF | 100.00% | 100.00% |
03.05.2024 | 5.45% | 0.15 CHF | 0.16 CHF | 130'000 | 130'000 | 127'924 | 127'924 | 22'911 CHF | 24'191 CHF | 99.94% | 99.94% |
02.05.2024 | 7.60% | 0.12 CHF | 0.13 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 16'502 CHF | 17'802 CHF | 99.98% | 99.98% |
30.04.2024 | 6.28% | 0.13 CHF | 0.14 CHF | 120'000 | 120'000 | 119'934 | 119'934 | 18'732 CHF | 19'932 CHF | 99.98% | 99.98% |