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 | 3.61% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 163'482 CHF | 56'494 CHF | 93.44% | 93.44% |
14.05.2024 | 4.44% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 132'231 CHF | 46'077 CHF | 85.60% | 85.60% |
13.05.2024 | 4.54% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 129'524 CHF | 45'175 CHF | 76.66% | 76.66% |
10.05.2024 | 4.71% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 124'411 CHF | 43'470 CHF | 84.56% | 84.56% |
08.05.2024 | 4.94% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 609'208 | 203'069 | 120'289 CHF | 42'127 CHF | 85.40% | 85.40% |
07.05.2024 | 4.81% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 606'403 | 202'134 | 123'358 CHF | 43'141 CHF | 95.22% | 95.22% |
06.05.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 140'685 CHF | 48'895 CHF | 81.83% | 81.83% |
03.05.2024 | 4.05% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 145'058 CHF | 50'353 CHF | 97.05% | 97.05% |
02.05.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 144'831 CHF | 50'277 CHF | 97.94% | 97.94% |
30.04.2024 | 3.11% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 190'534 CHF | 65'511 CHF | 95.16% | 95.16% |