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 | 3.21% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 138'057 CHF | 47'519 CHF | 99.27% | 99.27% |
13.05.2024 | 3.45% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 128'297 CHF | 44'266 CHF | 98.75% | 98.75% |
10.05.2024 | 3.57% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 123'789 CHF | 42'763 CHF | 99.27% | 99.27% |
08.05.2024 | 4.09% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 560'848 | 150'000 | 133'941 CHF | 37'708 CHF | 99.27% | 99.27% |
07.05.2024 | 4.81% | 0.21 CHF | 0.22 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 121'884 CHF | 31'971 CHF | 99.27% | 99.27% |
06.05.2024 | 5.12% | 0.20 CHF | 0.21 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 114'331 CHF | 30'083 CHF | 99.27% | 99.27% |
03.05.2024 | 4.79% | 0.20 CHF | 0.21 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 122'346 CHF | 32'086 CHF | 99.11% | 99.11% |
02.05.2024 | 5.18% | 0.18 CHF | 0.19 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 112'991 CHF | 29'748 CHF | 99.24% | 99.24% |
30.04.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 113'043 CHF | 29'761 CHF | 99.13% | 99.13% |
29.04.2024 | 4.86% | 0.20 CHF | 0.21 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 120'688 CHF | 31'672 CHF | 99.07% | 99.07% |