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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 150'536 CHF | 52'179 CHF | 98.56% | 98.56% |
10.05.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 145'047 CHF | 50'349 CHF | 99.58% | 99.58% |
08.05.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'255 | 200'085 | 138'079 CHF | 48'027 CHF | 99.57% | 99.57% |
07.05.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 730'167 | 243'389 | 162'010 CHF | 56'437 CHF | 99.51% | 99.51% |
06.05.2024 | 4.48% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 163'540 CHF | 57'014 CHF | 99.55% | 99.55% |
03.05.2024 | 4.66% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 157'376 CHF | 54'959 CHF | 99.35% | 99.35% |
02.05.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 165'008 CHF | 57'503 CHF | 99.58% | 99.58% |
30.04.2024 | 4.40% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 746'366 | 248'789 | 165'976 CHF | 57'813 CHF | 93.16% | 93.16% |
29.04.2024 | 4.60% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 159'355 CHF | 55'618 CHF | 99.59% | 99.59% |
26.04.2024 | 4.61% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 158'883 CHF | 55'461 CHF | 99.57% | 99.57% |