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 | 3.09% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'966 CHF | 63'912 CHF | 100.00% | 100.00% |
13.05.2024 | 3.16% | 0.60 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'738 CHF | 61'656 CHF | 100.00% | 100.00% |
10.05.2024 | 3.48% | 0.57 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 107'386 CHF | 111'185 CHF | 100.00% | 100.00% |
08.05.2024 | 4.03% | 0.46 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 92'220 CHF | 96'008 CHF | 100.00% | 100.00% |
07.05.2024 | 4.17% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 76'476 CHF | 79'767 CHF | 98.10% | 98.10% |
06.05.2024 | 2.89% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 68'339 CHF | 70'339 CHF | 100.00% | 100.00% |
03.05.2024 | 2.86% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 69'080 CHF | 71'080 CHF | 98.63% | 98.63% |
02.05.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 75'364 CHF | 77'406 CHF | 99.13% | 99.13% |
30.04.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 75'573 CHF | 77'573 CHF | 100.00% | 100.00% |
29.04.2024 | 2.53% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 78'236 CHF | 80'236 CHF | 100.00% | 100.00% |