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 | 5.59% | 0.18 CHF | 0.19 CHF | 450'000 | 100'000 | 519'769 | 100'000 | 90'036 CHF | 18'457 CHF | 99.17% | 99.17% |
14.05.2024 | 4.85% | 0.17 CHF | 0.18 CHF | 600'000 | 100'000 | 462'834 | 100'000 | 93'069 CHF | 21'193 CHF | 99.16% | 99.16% |
13.05.2024 | 4.44% | 0.20 CHF | 0.21 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 99'656 CHF | 23'146 CHF | 98.58% | 98.58% |
10.05.2024 | 3.88% | 0.24 CHF | 0.25 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 113'976 CHF | 26'328 CHF | 99.17% | 99.17% |
08.05.2024 | 3.76% | 0.25 CHF | 0.26 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 117'460 CHF | 27'102 CHF | 99.17% | 99.17% |
07.05.2024 | 3.76% | 0.27 CHF | 0.28 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 117'332 CHF | 27'074 CHF | 97.93% | 97.93% |
06.05.2024 | 3.60% | 0.26 CHF | 0.27 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 122'695 CHF | 28'266 CHF | 99.17% | 99.17% |
03.05.2024 | 3.51% | 0.26 CHF | 0.27 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 126'221 CHF | 29'049 CHF | 99.16% | 99.16% |
02.05.2024 | 4.56% | 0.21 CHF | 0.22 CHF | 600'000 | 100'000 | 523'175 | 100'000 | 111'785 CHF | 22'431 CHF | 99.15% | 99.15% |
30.04.2024 | 4.19% | 0.22 CHF | 0.23 CHF | 450'000 | 100'000 | 451'369 | 100'000 | 105'567 CHF | 24'393 CHF | 99.16% | 99.16% |