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 | 5.05% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 262'993 | 99'238 | 50'750 CHF | 20'160 CHF | 98.42% | 98.42% |
14.05.2024 | 4.82% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 243'217 | 98'788 | 49'397 CHF | 21'085 CHF | 99.42% | 99.42% |
13.05.2024 | 5.10% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 266'416 | 100'000 | 50'938 CHF | 20'138 CHF | 85.38% | 85.38% |
10.05.2024 | 4.80% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 246'594 | 100'000 | 50'136 CHF | 21'341 CHF | 99.37% | 99.37% |
08.05.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 251'133 | 100'000 | 50'074 CHF | 20'943 CHF | 99.85% | 99.85% |
07.05.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 268'448 | 100'000 | 51'199 CHF | 20'078 CHF | 96.17% | 96.17% |
06.05.2024 | 4.97% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 257'188 | 100'000 | 50'482 CHF | 20'647 CHF | 100.00% | 100.00% |
03.05.2024 | 4.54% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 234'333 | 100'000 | 50'496 CHF | 22'567 CHF | 83.32% | 83.32% |
02.05.2024 | 5.34% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 277'750 | 100'000 | 50'602 CHF | 19'225 CHF | 99.11% | 99.11% |
30.04.2024 | 4.86% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 251'800 | 100'000 | 50'553 CHF | 21'125 CHF | 100.00% | 100.00% |