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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 4.87% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 153'046 | 83'628 | 60'007 CHF | 35'607 CHF | 99.65% | 99.65% |
10.05.2024 | 4.65% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 146'235 | 83'734 | 57'624 CHF | 34'335 CHF | 96.08% | 96.08% |
08.05.2024 | 4.45% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 141'623 | 85'435 | 56'909 CHF | 34'806 CHF | 94.59% | 94.59% |
07.05.2024 | 3.95% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 129'714 | 83'902 | 61'144 CHF | 41'159 CHF | 98.85% | 98.85% |
06.05.2024 | 4.02% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 131'035 | 83'658 | 60'512 CHF | 40'109 CHF | 99.57% | 99.57% |
03.05.2024 | 4.22% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 137'654 | 83'994 | 60'035 CHF | 38'262 CHF | 98.07% | 98.07% |
02.05.2024 | 4.26% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 137'384 | 83'629 | 58'796 CHF | 36'621 CHF | 99.67% | 99.67% |
30.04.2024 | 3.80% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 128'729 | 83'627 | 61'856 CHF | 41'153 CHF | 99.66% | 99.66% |
29.04.2024 | 3.44% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 121'847 | 83'814 | 64'006 CHF | 44'613 CHF | 99.09% | 99.09% |
26.04.2024 | 3.23% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 111'392 | 82'290 | 63'031 CHF | 46'802 CHF | 69.27% | 69.27% |