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 | 3.38% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 178'203 | 100'000 | 51'762 CHF | 30'056 CHF | 95.44% | 95.44% |
10.05.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 187'203 | 100'000 | 51'047 CHF | 28'280 CHF | 97.86% | 97.86% |
08.05.2024 | 4.01% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 205'264 | 100'000 | 50'210 CHF | 25'475 CHF | 100.00% | 100.00% |
07.05.2024 | 3.97% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 204'256 | 100'000 | 50'387 CHF | 25'683 CHF | 97.78% | 97.78% |
06.05.2024 | 4.12% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 211'943 | 100'000 | 50'428 CHF | 24'806 CHF | 94.79% | 94.79% |
03.05.2024 | 4.39% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 226'932 | 100'000 | 50'600 CHF | 23'307 CHF | 98.63% | 98.63% |
02.05.2024 | 4.69% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 241'864 | 100'000 | 50'313 CHF | 21'814 CHF | 99.12% | 99.12% |
30.04.2024 | 4.69% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 241'447 | 100'000 | 50'331 CHF | 21'855 CHF | 100.00% | 100.00% |
29.04.2024 | 4.74% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 243'837 | 100'000 | 50'247 CHF | 21'616 CHF | 100.00% | 100.00% |
26.04.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 253'133 | 100'000 | 50'449 CHF | 20'960 CHF | 99.60% | 99.60% |