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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 3.06% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 193'168 CHF | 66'389 CHF | 99.56% | 99.56% |
13.05.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 595'132 | 198'377 | 196'800 CHF | 67'584 CHF | 99.01% | 99.01% |
10.05.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 188'446 CHF | 64'816 CHF | 99.37% | 99.37% |
08.05.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 149'623 CHF | 51'874 CHF | 99.53% | 99.53% |
07.05.2024 | 4.13% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 620'091 | 206'697 | 147'053 CHF | 51'085 CHF | 99.59% | 99.59% |
06.05.2024 | 4.94% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 148'122 CHF | 51'874 CHF | 99.74% | 99.74% |
03.05.2024 | 4.88% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 150'117 CHF | 52'539 CHF | 99.40% | 99.40% |
02.05.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 142'906 CHF | 50'135 CHF | 99.60% | 99.60% |
30.04.2024 | 4.70% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 156'156 CHF | 54'552 CHF | 99.58% | 99.58% |
29.04.2024 | 4.75% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 154'440 CHF | 53'980 CHF | 99.43% | 99.43% |