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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 7.24% | 0.13 CHF | 0.14 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 29'987 CHF | 32'237 CHF | 100.00% | 100.00% |
10.05.2024 | 6.39% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 30'323 CHF | 32'323 CHF | 100.00% | 100.00% |
08.05.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 28'081 CHF | 29'831 CHF | 100.00% | 100.00% |
07.05.2024 | 5.21% | 0.18 CHF | 0.19 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 32'753 CHF | 34'503 CHF | 100.00% | 100.00% |
06.05.2024 | 5.35% | 0.19 CHF | 0.20 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 31'832 CHF | 33'582 CHF | 100.00% | 100.00% |
03.05.2024 | 5.46% | 0.18 CHF | 0.19 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 31'206 CHF | 32'956 CHF | 100.00% | 100.00% |
02.05.2024 | 5.50% | 0.18 CHF | 0.19 CHF | 200'000 | 200'000 | 183'746 | 183'746 | 32'536 CHF | 34'373 CHF | 99.95% | 99.95% |
30.04.2024 | 5.72% | 0.17 CHF | 0.18 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 29'738 CHF | 31'488 CHF | 100.00% | 100.00% |
29.04.2024 | 5.52% | 0.18 CHF | 0.19 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 26'422 CHF | 27'922 CHF | 100.00% | 100.00% |
26.04.2024 | 5.10% | 0.19 CHF | 0.20 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 28'710 CHF | 30'210 CHF | 100.00% | 100.00% |