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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 4.12% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 195'298 | 98'953 | 50'202 CHF | 26'452 CHF | 97.88% | 97.88% |
13.05.2024 | 4.08% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 188'186 | 98'506 | 50'505 CHF | 27'464 CHF | 99.99% | 99.99% |
10.05.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 189'468 | 100'000 | 51'203 CHF | 28'047 CHF | 97.00% | 97.00% |
08.05.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 200'000 | 100'000 | 51'138 CHF | 26'569 CHF | 99.99% | 99.99% |
07.05.2024 | 3.60% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 187'282 | 100'000 | 51'023 CHF | 28'273 CHF | 99.94% | 99.94% |
06.05.2024 | 5.28% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 160'982 | 92'150 | 47'298 CHF | 28'106 CHF | 99.99% | 99.99% |
03.05.2024 | 6.73% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 154'101 | 86'499 | 43'277 CHF | 25'404 CHF | 96.51% | 96.51% |
02.05.2024 | 6.10% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 206'505 | 94'455 | 47'331 CHF | 22'664 CHF | 99.47% | 99.47% |
30.04.2024 | 5.75% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 213'815 | 95'983 | 48'106 CHF | 22'708 CHF | 98.39% | 98.39% |
29.04.2024 | 4.09% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 210'577 | 100'000 | 50'393 CHF | 24'945 CHF | 99.94% | 99.94% |