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 | 4.35% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 234'610 | 234'612 | 52'794 CHF | 55'140 CHF | 100.00% | 100.00% |
14.05.2024 | 5.57% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 297'555 | 297'551 | 51'965 CHF | 54'940 CHF | 99.79% | 99.79% |
13.05.2024 | 4.46% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 247'564 | 247'563 | 54'271 CHF | 56'747 CHF | 100.00% | 100.00% |
10.05.2024 | 3.87% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'325 | 200'325 | 50'847 CHF | 52'850 CHF | 100.00% | 100.00% |
08.05.2024 | 3.95% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 208'495 | 208'495 | 51'690 CHF | 53'775 CHF | 100.00% | 100.00% |
07.05.2024 | 4.37% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 240'682 | 240'679 | 53'823 CHF | 56'229 CHF | 99.82% | 99.82% |
06.05.2024 | 4.28% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 230'407 | 230'407 | 52'669 CHF | 54'973 CHF | 99.77% | 99.77% |
03.05.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 233'093 | 233'091 | 53'258 CHF | 55'588 CHF | 100.00% | 100.00% |
02.05.2024 | 4.40% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 237'776 | 237'776 | 52'914 CHF | 55'292 CHF | 100.00% | 100.00% |
30.04.2024 | 4.62% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 249'567 | 249'564 | 52'810 CHF | 55'305 CHF | 100.00% | 100.00% |