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 | 2.78% | 0.30 CHF | 0.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 106'596 CHF | 36'532 CHF | 98.35% | 98.35% |
13.05.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 101'698 CHF | 34'899 CHF | 98.55% | 98.55% |
10.05.2024 | 3.13% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 94'368 CHF | 32'456 CHF | 99.58% | 99.58% |
08.05.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 85'279 CHF | 29'426 CHF | 99.55% | 99.55% |
07.05.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 80'614 CHF | 27'871 CHF | 99.59% | 99.59% |
06.05.2024 | 3.84% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 329'488 | 109'829 | 83'951 CHF | 29'082 CHF | 99.59% | 99.59% |
03.05.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 107'751 CHF | 37'417 CHF | 99.36% | 99.36% |
02.05.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 116'961 CHF | 40'487 CHF | 99.58% | 99.58% |
30.04.2024 | 3.74% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 440'258 | 146'753 | 115'441 CHF | 39'948 CHF | 93.16% | 93.16% |
29.04.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 112'110 CHF | 38'870 CHF | 99.59% | 99.59% |