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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'259 | 200'260 | 50'868 CHF | 52'871 CHF | 100.00% | 100.00% |
08.05.2024 | 3.82% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'420 CHF | 53'420 CHF | 100.00% | 100.00% |
07.05.2024 | 3.71% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'060 | 200'060 | 52'979 CHF | 54'980 CHF | 99.74% | 99.74% |
06.05.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 52'757 CHF | 55'007 CHF | 99.51% | 99.51% |
03.05.2024 | 4.12% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 223'454 | 223'454 | 53'123 CHF | 55'357 CHF | 99.71% | 99.71% |
02.05.2024 | 4.57% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'512 CHF | 56'012 CHF | 100.00% | 100.00% |
30.04.2024 | 5.07% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 269'764 | 269'762 | 51'858 CHF | 54'555 CHF | 100.00% | 100.00% |
29.04.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'909 | 250'909 | 52'702 CHF | 55'211 CHF | 99.84% | 99.84% |
26.04.2024 | 4.81% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 253'835 | 253'835 | 51'502 CHF | 54'040 CHF | 100.00% | 100.00% |
25.04.2024 | 4.83% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'489 CHF | 52'989 CHF | 84.36% | 84.36% |