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 | 4.16% | 0.34 CHF | 0.36 CHF | 75'000 | 25'000 | 79'300 | 24'956 | 27'511 CHF | 8'974 CHF | 89.53% | 91.37% |
10.05.2024 | 4.89% | 0.35 CHF | 0.37 CHF | 150'000 | 25'000 | 140'564 | 23'703 | 46'826 CHF | 8'288 CHF | 100.00% | 100.00% |
08.05.2024 | 5.41% | 0.27 CHF | 0.29 CHF | 190'000 | 25'000 | 193'618 | 25'000 | 51'485 CHF | 7'024 CHF | 100.00% | 100.00% |
07.05.2024 | 5.05% | 0.26 CHF | 0.28 CHF | 200'000 | 25'000 | 182'600 | 25'000 | 51'365 CHF | 7'412 CHF | 97.05% | 97.05% |
06.05.2024 | 5.76% | 0.26 CHF | 0.27 CHF | 200'000 | 25'000 | 207'120 | 25'000 | 50'343 CHF | 6'441 CHF | 96.91% | 96.91% |
03.05.2024 | 6.11% | 0.23 CHF | 0.24 CHF | 220'000 | 25'000 | 215'432 | 25'000 | 50'498 CHF | 6'233 CHF | 97.94% | 97.94% |
02.05.2024 | 5.55% | 0.23 CHF | 0.25 CHF | 220'000 | 50'000 | 218'444 | 50'000 | 50'539 CHF | 12'237 CHF | 99.40% | 99.40% |
30.04.2024 | 6.04% | 0.23 CHF | 0.24 CHF | 220'000 | 25'000 | 200'148 | 25'000 | 50'757 CHF | 6'753 CHF | 100.00% | 100.00% |
29.04.2024 | 5.87% | 0.24 CHF | 0.25 CHF | 210'000 | 50'000 | 212'028 | 50'000 | 50'438 CHF | 12'620 CHF | 100.00% | 100.00% |
26.04.2024 | 6.07% | 0.23 CHF | 0.25 CHF | 220'000 | 50'000 | 204'705 | 50'000 | 50'706 CHF | 13'180 CHF | 99.22% | 99.22% |