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 | 4.26% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 103'454 CHF | 35'985 CHF | 99.36% | 99.36% |
13.05.2024 | 4.60% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 95'699 CHF | 33'400 CHF | 98.92% | 98.92% |
10.05.2024 | 4.40% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 100'262 CHF | 34'921 CHF | 99.38% | 99.38% |
08.05.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 89'898 CHF | 31'466 CHF | 99.35% | 99.35% |
07.05.2024 | 5.62% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 573'837 | 191'279 | 99'076 CHF | 34'938 CHF | 94.70% | 94.70% |
06.05.2024 | 4.93% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 459'603 | 153'201 | 90'802 CHF | 31'799 CHF | 99.37% | 99.37% |
03.05.2024 | 5.22% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 539'071 | 179'690 | 100'307 CHF | 35'233 CHF | 99.36% | 99.36% |
02.05.2024 | 5.21% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 112'143 CHF | 39'381 CHF | 99.36% | 99.36% |
30.04.2024 | 5.32% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 109'892 CHF | 38'631 CHF | 99.38% | 99.38% |
29.04.2024 | 5.92% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 98'511 CHF | 34'837 CHF | 99.36% | 99.36% |