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 | 5.19% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 275'744 | 275'742 | 51'716 CHF | 54'473 CHF | 100.00% | 100.00% |
10.05.2024 | 4.30% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 229'600 | 229'600 | 52'319 CHF | 54'615 CHF | 100.00% | 100.00% |
08.05.2024 | 4.36% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 235'023 | 235'023 | 52'868 CHF | 55'218 CHF | 100.00% | 100.00% |
07.05.2024 | 4.59% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 247'964 | 247'965 | 52'828 CHF | 55'308 CHF | 99.76% | 99.76% |
06.05.2024 | 4.74% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 248'378 | 248'379 | 51'238 CHF | 53'722 CHF | 99.51% | 99.51% |
03.05.2024 | 4.26% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 229'998 | 229'998 | 52'762 CHF | 55'062 CHF | 99.70% | 99.70% |
02.05.2024 | 4.67% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 250'367 | 250'369 | 52'364 CHF | 54'868 CHF | 100.00% | 100.00% |
30.04.2024 | 3.95% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 207'811 | 207'814 | 51'552 CHF | 53'630 CHF | 100.00% | 100.00% |
29.04.2024 | 4.55% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 247'881 | 247'881 | 53'237 CHF | 55'715 CHF | 99.83% | 99.83% |
26.04.2024 | 5.33% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 285'859 | 285'864 | 52'238 CHF | 55'097 CHF | 100.00% | 100.00% |