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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 5.54% | 0.16 CHF | 0.17 CHF | 320'000 | 250'000 | 289'371 | 250'000 | 50'811 CHF | 46'555 CHF | 94.34% | 94.34% |
14.05.2024 | 4.74% | 0.19 CHF | 0.20 CHF | 270'000 | 250'000 | 252'026 | 250'000 | 51'980 CHF | 54'095 CHF | 98.98% | 98.98% |
13.05.2024 | 4.73% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'633 CHF | 54'133 CHF | 95.49% | 95.49% |
10.05.2024 | 4.53% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 54'021 CHF | 56'521 CHF | 97.14% | 97.14% |
08.05.2024 | 3.62% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 67'903 CHF | 70'403 CHF | 99.32% | 99.32% |
07.05.2024 | 3.09% | 0.29 CHF | 0.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 79'746 CHF | 82'246 CHF | 84.48% | 84.48% |
06.05.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 97'551 CHF | 100'051 CHF | 92.67% | 92.67% |
03.05.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 110'080 CHF | 112'580 CHF | 92.17% | 92.17% |
02.05.2024 | 2.16% | 0.48 CHF | 0.49 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 114'805 CHF | 117'305 CHF | 93.08% | 93.08% |
30.04.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 106'818 CHF | 109'318 CHF | 96.29% | 96.29% |