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 | 3.27% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 180'573 CHF | 62'191 CHF | 96.35% | 96.35% |
13.05.2024 | 3.53% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 166'884 CHF | 57'628 CHF | 99.06% | 99.06% |
10.05.2024 | 3.53% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 166'788 CHF | 57'596 CHF | 99.39% | 99.39% |
08.05.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 157'864 CHF | 54'622 CHF | 99.39% | 99.39% |
07.05.2024 | 3.62% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 162'994 CHF | 56'331 CHF | 99.38% | 99.38% |
06.05.2024 | 3.45% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 170'769 CHF | 58'923 CHF | 99.18% | 99.18% |
03.05.2024 | 3.32% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 178'154 CHF | 61'385 CHF | 99.31% | 99.31% |
02.05.2024 | 2.98% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 198'686 CHF | 68'229 CHF | 98.82% | 98.82% |
30.04.2024 | 3.98% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 633'063 | 211'021 | 155'728 CHF | 54'020 CHF | 99.34% | 99.34% |
29.04.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 692'048 | 230'683 | 171'946 CHF | 59'622 CHF | 99.38% | 99.38% |