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 | 4.08% | 0.27 CHF | 0.28 CHF | 570'000 | 570'000 | 568'976 | 568'976 | 137'367 CHF | 143'067 CHF | 99.79% | 99.79% |
14.05.2024 | 4.60% | 0.23 CHF | 0.24 CHF | 590'000 | 590'000 | 590'000 | 590'000 | 125'587 CHF | 131'487 CHF | 99.77% | 99.77% |
13.05.2024 | 4.75% | 0.21 CHF | 0.22 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 123'393 CHF | 129'393 CHF | 100.00% | 100.00% |
10.05.2024 | 4.96% | 0.19 CHF | 0.20 CHF | 590'000 | 590'000 | 590'000 | 590'000 | 115'953 CHF | 121'853 CHF | 100.00% | 100.00% |
08.05.2024 | 5.51% | 0.18 CHF | 0.19 CHF | 620'000 | 620'000 | 620'000 | 620'000 | 109'545 CHF | 115'745 CHF | 99.29% | 99.29% |
07.05.2024 | 5.04% | 0.20 CHF | 0.21 CHF | 610'000 | 610'000 | 609'685 | 609'685 | 118'207 CHF | 124'307 CHF | 99.92% | 99.92% |
06.05.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 620'000 | 620'000 | 620'000 | 620'000 | 123'708 CHF | 129'908 CHF | 100.00% | 100.00% |
03.05.2024 | 5.20% | 0.20 CHF | 0.21 CHF | 660'000 | 660'000 | 660'000 | 660'000 | 124'267 CHF | 130'867 CHF | 99.40% | 99.40% |
02.05.2024 | 6.32% | 0.15 CHF | 0.16 CHF | 680'000 | 680'000 | 680'000 | 680'000 | 104'367 CHF | 111'167 CHF | 100.00% | 100.00% |
30.04.2024 | 5.90% | 0.15 CHF | 0.16 CHF | 670'000 | 670'000 | 670'000 | 670'000 | 110'400 CHF | 117'100 CHF | 99.15% | 99.15% |