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 | 4.12% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 202'351 | 100'000 | 50'595 CHF | 26'068 CHF | 92.95% | 92.95% |
13.05.2024 | 3.69% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 177'650 | 100'000 | 51'206 CHF | 29'925 CHF | 95.75% | 95.75% |
10.05.2024 | 3.81% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 175'992 | 100'000 | 51'685 CHF | 30'524 CHF | 99.52% | 99.52% |
08.05.2024 | 4.07% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 201'710 | 100'000 | 51'145 CHF | 26'425 CHF | 98.96% | 98.96% |
07.05.2024 | 4.12% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 210'139 | 100'000 | 50'358 CHF | 24'995 CHF | 95.68% | 95.68% |
06.05.2024 | 4.34% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 224'219 | 100'000 | 50'593 CHF | 23'578 CHF | 94.73% | 94.73% |
03.05.2024 | 4.61% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 237'805 | 100'000 | 50'404 CHF | 22'220 CHF | 95.51% | 95.51% |
02.05.2024 | 4.53% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 234'288 | 100'000 | 50'514 CHF | 22'571 CHF | 99.41% | 99.41% |
30.04.2024 | 4.41% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 228'051 | 100'000 | 50'599 CHF | 23'195 CHF | 100.00% | 100.00% |
29.04.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 221'099 | 100'000 | 50'600 CHF | 23'890 CHF | 97.32% | 97.32% |