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 | 3.47% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 193'982 | 193'982 | 54'937 CHF | 56'877 CHF | 99.77% | 99.77% |
13.05.2024 | 3.68% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'354 | 200'354 | 53'432 CHF | 55'436 CHF | 100.00% | 100.00% |
10.05.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 220'051 | 220'051 | 53'061 CHF | 55'261 CHF | 100.00% | 100.00% |
08.05.2024 | 4.15% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 223'179 | 223'179 | 52'689 CHF | 54'920 CHF | 100.00% | 100.00% |
07.05.2024 | 4.12% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 223'598 | 223'598 | 53'152 CHF | 55'388 CHF | 99.85% | 99.85% |
06.05.2024 | 3.97% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 205'825 | 205'825 | 50'852 CHF | 52'910 CHF | 99.81% | 99.81% |
03.05.2024 | 4.04% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 218'756 | 218'756 | 53'081 CHF | 55'269 CHF | 100.00% | 100.00% |
02.05.2024 | 4.11% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 220'957 | 220'957 | 52'654 CHF | 54'864 CHF | 100.00% | 100.00% |
30.04.2024 | 3.87% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 207'435 | 207'435 | 52'598 CHF | 54'673 CHF | 100.00% | 100.00% |
29.04.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 191'851 | 191'851 | 54'113 CHF | 56'032 CHF | 99.90% | 99.90% |