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 | 4.36% | 0.21 CHF | 0.22 CHF | 190'000 | 190'000 | 186'625 | 186'625 | 43'506 CHF | 45'382 CHF | 100.00% | 100.00% |
14.05.2024 | 4.22% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 206'243 | 206'243 | 48'694 CHF | 50'760 CHF | 100.00% | 100.00% |
13.05.2024 | 5.46% | 0.19 CHF | 0.20 CHF | 220'000 | 220'000 | 228'454 | 228'454 | 40'773 CHF | 43'058 CHF | 100.00% | 100.00% |
10.05.2024 | 5.13% | 0.18 CHF | 0.19 CHF | 230'000 | 230'000 | 230'000 | 230'000 | 43'695 CHF | 45'995 CHF | 100.00% | 100.00% |
08.05.2024 | 5.29% | 0.19 CHF | 0.20 CHF | 230'000 | 230'000 | 229'947 | 229'947 | 42'340 CHF | 44'640 CHF | 99.06% | 99.06% |
07.05.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 230'000 | 230'000 | 229'592 | 229'592 | 41'458 CHF | 43'758 CHF | 99.63% | 99.63% |
06.05.2024 | 5.67% | 0.18 CHF | 0.19 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 41'144 CHF | 43'544 CHF | 100.00% | 100.00% |
03.05.2024 | 5.64% | 0.17 CHF | 0.18 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 41'368 CHF | 43'768 CHF | 99.99% | 99.99% |
02.05.2024 | 5.52% | 0.17 CHF | 0.18 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 42'286 CHF | 44'686 CHF | 100.00% | 100.00% |
30.04.2024 | 5.87% | 0.16 CHF | 0.17 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 39'702 CHF | 42'102 CHF | 100.00% | 100.00% |