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 | 2.81% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 70'242 CHF | 72'242 CHF | 98.93% | 98.93% |
10.05.2024 | 2.59% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 194'316 | 194'316 | 74'036 CHF | 75'979 CHF | 99.37% | 99.37% |
08.05.2024 | 2.62% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 284'355 | 184'834 | 106'431 CHF | 71'220 CHF | 99.35% | 99.35% |
07.05.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 218'757 CHF | 74'919 CHF | 94.61% | 94.72% |
06.05.2024 | 2.70% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 219'513 CHF | 75'171 CHF | 99.36% | 99.36% |
03.05.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 231'132 CHF | 79'044 CHF | 99.36% | 99.36% |
02.05.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 221'140 CHF | 75'713 CHF | 99.36% | 99.36% |
30.04.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 238'421 CHF | 81'474 CHF | 99.36% | 99.36% |
29.04.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 221'270 CHF | 75'757 CHF | 99.37% | 99.37% |
26.04.2024 | 2.89% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 205'010 CHF | 70'337 CHF | 99.36% | 99.36% |