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 | 4.03% | 0.25 CHF | 0.26 CHF | 180'000 | 180'000 | 179'897 | 179'897 | 43'767 CHF | 45'567 CHF | 100.00% | 100.00% |
13.05.2024 | 3.57% | 0.27 CHF | 0.28 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 46'798 CHF | 48'498 CHF | 100.00% | 100.00% |
10.05.2024 | 3.52% | 0.28 CHF | 0.30 CHF | 180'000 | 180'000 | 182'007 | 182'007 | 50'780 CHF | 52'600 CHF | 100.00% | 100.00% |
08.05.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 46'426 CHF | 48'326 CHF | 99.09% | 99.09% |
07.05.2024 | 4.43% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 203'292 | 203'292 | 45'069 CHF | 47'106 CHF | 100.00% | 100.00% |
06.05.2024 | 4.70% | 0.21 CHF | 0.22 CHF | 220'000 | 220'000 | 220'000 | 220'000 | 45'758 CHF | 47'958 CHF | 100.00% | 100.00% |
03.05.2024 | 4.99% | 0.19 CHF | 0.20 CHF | 230'000 | 230'000 | 230'000 | 230'000 | 45'029 CHF | 47'329 CHF | 99.99% | 99.99% |
02.05.2024 | 5.05% | 0.19 CHF | 0.20 CHF | 220'000 | 220'000 | 220'000 | 220'000 | 42'468 CHF | 44'668 CHF | 100.00% | 100.00% |
30.04.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 220'000 | 220'000 | 220'000 | 220'000 | 44'062 CHF | 46'262 CHF | 100.00% | 100.00% |
29.04.2024 | 4.75% | 0.21 CHF | 0.22 CHF | 220'000 | 220'000 | 220'000 | 220'000 | 45'194 CHF | 47'394 CHF | 100.00% | 100.00% |