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 | 5.83% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 174'671 | 83'625 | 56'943 CHF | 30'318 CHF | 99.64% | 99.64% |
10.05.2024 | 5.51% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 166'903 | 83'737 | 55'216 CHF | 29'048 CHF | 96.08% | 96.08% |
08.05.2024 | 5.24% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 158'865 | 85'434 | 54'021 CHF | 29'402 CHF | 94.57% | 94.57% |
07.05.2024 | 4.56% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 145'332 | 83'898 | 59'225 CHF | 35'862 CHF | 98.84% | 98.84% |
06.05.2024 | 4.64% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 145'250 | 83'653 | 57'883 CHF | 34'837 CHF | 99.56% | 99.56% |
03.05.2024 | 4.93% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 153'217 | 83'991 | 57'067 CHF | 32'969 CHF | 98.06% | 98.06% |
02.05.2024 | 4.97% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 153'009 | 83'626 | 55'912 CHF | 31'316 CHF | 99.67% | 99.67% |
30.04.2024 | 4.36% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 139'751 | 83'622 | 58'350 CHF | 35'843 CHF | 99.65% | 99.65% |
29.04.2024 | 3.89% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 129'660 | 83'810 | 60'043 CHF | 39'301 CHF | 99.08% | 99.08% |
26.04.2024 | 3.62% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 119'180 | 82'302 | 60'187 CHF | 41'596 CHF | 69.25% | 69.25% |