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 | 4.07% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 221'632 | 221'632 | 53'330 CHF | 55'547 CHF | 98.86% | 98.86% |
13.05.2024 | 4.14% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 226'769 | 226'769 | 53'671 CHF | 55'939 CHF | 99.18% | 99.18% |
10.05.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 201'197 | 201'197 | 52'020 CHF | 54'032 CHF | 96.49% | 96.49% |
08.05.2024 | 3.62% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 197'638 | 197'638 | 53'661 CHF | 55'637 CHF | 99.18% | 99.18% |
07.05.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'594 CHF | 56'594 CHF | 98.98% | 98.98% |
06.05.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 189'698 | 189'698 | 53'508 CHF | 55'405 CHF | 98.98% | 98.98% |
03.05.2024 | 3.02% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 171'190 | 171'190 | 55'894 CHF | 57'606 CHF | 95.93% | 95.93% |
02.05.2024 | 3.08% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 171'157 | 171'157 | 54'737 CHF | 56'448 CHF | 98.78% | 98.78% |
30.04.2024 | 3.92% | 0.26 CHF | 0.27 CHF | 225'000 | 225'000 | 202'793 | 202'793 | 50'670 CHF | 52'698 CHF | 99.06% | 99.06% |
29.04.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 219'600 | 219'600 | 53'059 CHF | 55'255 CHF | 98.99% | 98.99% |