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 | 5.21% | 0.19 CHF | 0.20 CHF | 500'000 | 500'000 | 499'119 | 499'119 | 94'090 CHF | 99'090 CHF | 100.00% | 100.00% |
14.05.2024 | 4.73% | 0.19 CHF | 0.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 103'425 CHF | 108'425 CHF | 100.00% | 100.00% |
13.05.2024 | 4.48% | 0.22 CHF | 0.23 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 109'136 CHF | 114'136 CHF | 100.00% | 100.00% |
10.05.2024 | 3.92% | 0.23 CHF | 0.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 125'301 CHF | 130'301 CHF | 100.00% | 100.00% |
08.05.2024 | 4.87% | 0.22 CHF | 0.23 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 100'362 CHF | 105'362 CHF | 99.63% | 99.63% |
07.05.2024 | 4.26% | 0.22 CHF | 0.23 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 115'144 CHF | 120'144 CHF | 100.00% | 100.00% |
06.05.2024 | 4.04% | 0.24 CHF | 0.25 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 121'414 CHF | 126'414 CHF | 100.00% | 100.00% |
03.05.2024 | 4.02% | 0.23 CHF | 0.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 122'068 CHF | 127'068 CHF | 99.98% | 99.98% |
02.05.2024 | 3.76% | 0.24 CHF | 0.25 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 130'676 CHF | 135'676 CHF | 100.00% | 100.00% |
30.04.2024 | 2.53% | 0.36 CHF | 0.37 CHF | 470'000 | 470'000 | 470'000 | 470'000 | 184'736 CHF | 189'436 CHF | 100.00% | 100.00% |