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 | 3.67% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 120'423 CHF | 41'641 CHF | 95.13% | 95.13% |
10.05.2024 | 3.31% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 134'446 CHF | 46'316 CHF | 98.83% | 98.83% |
08.05.2024 | 2.87% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 155'070 CHF | 53'190 CHF | 98.76% | 98.76% |
07.05.2024 | 2.78% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 159'562 CHF | 54'688 CHF | 99.15% | 99.15% |
06.05.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 146'547 CHF | 50'349 CHF | 98.78% | 98.78% |
03.05.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 463'311 | 154'437 | 136'345 CHF | 46'993 CHF | 99.11% | 99.11% |
02.05.2024 | 3.31% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 529'534 | 176'511 | 156'829 CHF | 54'041 CHF | 99.17% | 99.17% |
30.04.2024 | 2.87% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 154'498 CHF | 52'999 CHF | 98.80% | 98.80% |
29.04.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 531'490 | 177'163 | 166'629 CHF | 57'315 CHF | 98.81% | 98.81% |
26.04.2024 | 3.42% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 172'755 CHF | 59'585 CHF | 99.13% | 99.13% |