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 | 3.51% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 210'265 CHF | 72'588 CHF | 99.64% | 99.64% |
13.05.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 233'104 CHF | 80'201 CHF | 99.13% | 99.13% |
10.05.2024 | 3.79% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 194'068 CHF | 67'189 CHF | 99.56% | 99.56% |
08.05.2024 | 3.92% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 187'707 CHF | 65'069 CHF | 99.13% | 99.13% |
07.05.2024 | 3.63% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 202'789 CHF | 70'096 CHF | 99.60% | 99.60% |
06.05.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 212'516 CHF | 73'339 CHF | 99.52% | 99.52% |
03.05.2024 | 3.24% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 228'404 CHF | 78'635 CHF | 99.41% | 99.41% |
02.05.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 240'812 CHF | 82'771 CHF | 99.54% | 99.54% |
30.04.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 747'862 | 249'287 | 228'857 CHF | 78'779 CHF | 96.05% | 96.05% |
29.04.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 240'121 CHF | 82'540 CHF | 99.59% | 99.59% |