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 | 3.90% | 0.26 CHF | 0.27 CHF | 550'000 | 550'000 | 555'503 | 555'505 | 139'672 CHF | 145'228 CHF | 100.00% | 100.00% |
14.05.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 600'000 | 600'000 | 599'706 | 599'701 | 136'262 CHF | 142'258 CHF | 99.79% | 99.79% |
13.05.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 550'000 | 550'000 | 556'070 | 556'070 | 140'127 CHF | 145'687 CHF | 100.00% | 100.00% |
10.05.2024 | 3.96% | 0.24 CHF | 0.25 CHF | 575'000 | 575'000 | 569'563 | 569'576 | 140'931 CHF | 146'630 CHF | 100.00% | 100.00% |
08.05.2024 | 4.47% | 0.22 CHF | 0.23 CHF | 625'000 | 625'000 | 619'531 | 619'529 | 135'650 CHF | 141'845 CHF | 100.00% | 100.00% |
07.05.2024 | 4.71% | 0.21 CHF | 0.22 CHF | 625'000 | 625'000 | 640'760 | 640'758 | 132'877 CHF | 139'284 CHF | 99.77% | 99.77% |
06.05.2024 | 4.96% | 0.20 CHF | 0.21 CHF | 650'000 | 650'000 | 663'219 | 663'221 | 130'347 CHF | 136'980 CHF | 99.77% | 99.77% |
03.05.2024 | 5.28% | 0.19 CHF | 0.20 CHF | 700'000 | 700'000 | 701'531 | 701'535 | 129'416 CHF | 136'432 CHF | 100.00% | 100.00% |
02.05.2024 | 4.64% | 0.18 CHF | 0.19 CHF | 700'000 | 700'000 | 643'682 | 643'671 | 135'542 CHF | 141'977 CHF | 100.00% | 100.00% |
30.04.2024 | 4.58% | 0.22 CHF | 0.23 CHF | 625'000 | 625'000 | 626'445 | 626'445 | 133'794 CHF | 140'058 CHF | 100.00% | 100.00% |