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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.05.2024 | 7.64% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 50'440 CHF | 54'440 CHF | 100.00% | 100.00% |
03.05.2024 | 7.43% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 51'842 CHF | 55'842 CHF | 100.00% | 100.00% |
02.05.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 367'490 | 367'490 | 47'774 CHF | 51'449 CHF | 100.00% | 100.00% |
30.04.2024 | 7.65% | 0.13 CHF | 0.14 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 44'053 CHF | 47'553 CHF | 100.00% | 100.00% |
29.04.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 45'500 CHF | 49'000 CHF | 100.00% | 100.00% |
26.04.2024 | 7.44% | 0.13 CHF | 0.14 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 38'848 CHF | 41'848 CHF | 100.00% | 100.00% |
25.04.2024 | 6.89% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 49'090 CHF | 52'590 CHF | 100.00% | 100.00% |
24.04.2024 | 7.31% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 46'170 CHF | 49'670 CHF | 100.00% | 100.00% |
23.04.2024 | 7.52% | 0.14 CHF | 0.15 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 57'701 CHF | 62'201 CHF | 100.00% | 100.00% |
22.04.2024 | 8.11% | 0.11 CHF | 0.12 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 47'364 CHF | 51'364 CHF | 100.00% | 100.00% |