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 | 4.24% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 138'745 CHF | 48'249 CHF | 99.27% | 99.27% |
13.05.2024 | 4.49% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 130'802 CHF | 45'601 CHF | 98.75% | 98.75% |
10.05.2024 | 4.64% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 126'251 CHF | 44'084 CHF | 99.27% | 99.27% |
08.05.2024 | 5.26% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 111'999 CHF | 39'333 CHF | 99.27% | 99.27% |
07.05.2024 | 6.11% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 95'263 CHF | 33'754 CHF | 99.27% | 99.27% |
06.05.2024 | 6.61% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 87'871 CHF | 31'290 CHF | 99.27% | 99.27% |
03.05.2024 | 6.35% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 91'597 CHF | 32'532 CHF | 99.10% | 99.10% |
02.05.2024 | 6.77% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 85'646 CHF | 30'549 CHF | 99.24% | 99.24% |
30.04.2024 | 6.85% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 84'817 CHF | 30'272 CHF | 99.13% | 99.13% |
29.04.2024 | 6.27% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 92'900 CHF | 32'967 CHF | 99.07% | 99.07% |