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 | 2.30% | 0.47 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 193'195 CHF | 65'898 CHF | 65.45% | 98.54% |
14.05.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 189'099 CHF | 64'533 CHF | 99.21% | 99.50% |
13.05.2024 | 2.55% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 174'289 CHF | 59'596 CHF | 96.96% | 96.96% |
10.05.2024 | 2.58% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 172'455 CHF | 58'985 CHF | 96.26% | 96.26% |
08.05.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 211'247 CHF | 72'416 CHF | 99.30% | 99.30% |
07.05.2024 | 2.73% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 598'818 | 199'606 | 216'720 CHF | 74'236 CHF | 99.01% | 99.01% |
06.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 204'794 CHF | 70'265 CHF | 97.73% | 97.73% |
03.05.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 597'645 | 199'215 | 222'905 CHF | 76'294 CHF | 90.29% | 90.29% |
02.05.2024 | 4.82% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 152'090 CHF | 53'197 CHF | 97.39% | 97.39% |
30.04.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 699'678 | 233'226 | 167'720 CHF | 58'239 CHF | 99.44% | 99.44% |