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 | 5.11% | 0.19 CHF | 0.20 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 22'976 CHF | 24'176 CHF | 99.43% | 99.43% |
13.05.2024 | 4.54% | 0.22 CHF | 0.23 CHF | 120'000 | 120'000 | 118'199 | 118'199 | 25'492 CHF | 26'674 CHF | 99.64% | 99.64% |
10.05.2024 | 4.55% | 0.22 CHF | 0.23 CHF | 110'000 | 110'000 | 109'952 | 109'952 | 23'667 CHF | 24'767 CHF | 100.00% | 100.00% |
08.05.2024 | 4.20% | 0.23 CHF | 0.24 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 25'645 CHF | 26'745 CHF | 99.19% | 99.19% |
07.05.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 110'000 | 110'000 | 109'907 | 109'907 | 27'546 CHF | 28'646 CHF | 98.30% | 98.30% |
06.05.2024 | 4.08% | 0.25 CHF | 0.26 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 28'860 CHF | 30'060 CHF | 99.87% | 99.87% |
03.05.2024 | 4.58% | 0.24 CHF | 0.25 CHF | 110'000 | 110'000 | 109'926 | 109'926 | 23'558 CHF | 24'658 CHF | 99.53% | 99.53% |
02.05.2024 | 3.48% | 0.28 CHF | 0.30 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 31'061 CHF | 32'161 CHF | 100.00% | 100.00% |
30.04.2024 | 3.87% | 0.28 CHF | 0.30 CHF | 120'000 | 120'000 | 119'383 | 119'383 | 30'459 CHF | 31'654 CHF | 100.00% | 100.00% |
29.04.2024 | 3.73% | 0.25 CHF | 0.26 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 31'657 CHF | 32'857 CHF | 99.99% | 99.99% |