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 | 4.94% | 0.18 CHF | 0.19 CHF | 500'000 | 500'000 | 470'051 | 470'051 | 92'789 CHF | 97'489 CHF | 100.00% | 100.00% |
14.05.2024 | 4.50% | 0.21 CHF | 0.22 CHF | 450'000 | 450'000 | 434'748 | 434'747 | 94'521 CHF | 98'868 CHF | 92.21% | 92.21% |
13.05.2024 | 4.49% | 0.22 CHF | 0.23 CHF | 450'000 | 450'000 | 437'085 | 437'085 | 95'210 CHF | 99'581 CHF | 100.00% | 100.00% |
10.05.2024 | 4.39% | 0.22 CHF | 0.23 CHF | 425'000 | 425'000 | 423'007 | 423'007 | 94'358 CHF | 98'588 CHF | 100.00% | 100.00% |
08.05.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 375'000 | 375'000 | 374'525 | 374'525 | 97'369 CHF | 101'115 CHF | 100.00% | 100.00% |
07.05.2024 | 3.40% | 0.27 CHF | 0.28 CHF | 350'000 | 350'000 | 349'578 | 349'578 | 101'287 CHF | 104'782 CHF | 100.00% | 100.00% |
06.05.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 325'000 | 325'000 | 325'000 | 325'000 | 106'547 CHF | 109'797 CHF | 100.00% | 100.00% |
03.05.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 325'000 | 325'000 | 311'283 | 311'283 | 110'963 CHF | 114'075 CHF | 97.86% | 97.86% |
02.05.2024 | 2.70% | 0.38 CHF | 0.39 CHF | 300'000 | 300'000 | 311'831 | 311'831 | 113'909 CHF | 117'027 CHF | 100.00% | 100.00% |
30.04.2024 | 2.84% | 0.36 CHF | 0.37 CHF | 325'000 | 325'000 | 325'000 | 325'000 | 113'016 CHF | 116'266 CHF | 100.00% | 100.00% |