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 | 4.34% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 220'888 | 99'752 | 50'533 CHF | 23'898 CHF | 97.10% | 97.10% |
14.05.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 206'867 | 100'000 | 50'323 CHF | 25'339 CHF | 98.50% | 98.50% |
13.05.2024 | 3.94% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 202'937 | 100'000 | 50'492 CHF | 25'896 CHF | 96.43% | 96.43% |
10.05.2024 | 4.08% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 209'981 | 100'000 | 50'458 CHF | 25'074 CHF | 98.01% | 98.01% |
08.05.2024 | 5.06% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 263'429 | 100'000 | 50'773 CHF | 20'358 CHF | 99.74% | 99.74% |
07.05.2024 | 6.55% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 344'091 | 100'000 | 50'801 CHF | 15'796 CHF | 91.34% | 91.34% |
06.05.2024 | 5.65% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 295'118 | 100'000 | 50'742 CHF | 18'287 CHF | 97.92% | 97.92% |
03.05.2024 | 5.72% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 300'245 | 100'000 | 50'944 CHF | 17'988 CHF | 97.84% | 97.84% |
02.05.2024 | 6.03% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 317'708 | 100'000 | 51'115 CHF | 17'115 CHF | 99.41% | 99.41% |
30.04.2024 | 5.32% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 277'057 | 100'000 | 50'667 CHF | 19'295 CHF | 98.23% | 98.23% |