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 | 4.76% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 250'670 | 250'670 | 51'419 CHF | 53'926 CHF | 100.00% | 100.00% |
14.05.2024 | 4.88% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 251'670 | 251'670 | 50'320 CHF | 52'837 CHF | 99.77% | 99.77% |
13.05.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'288 CHF | 52'788 CHF | 100.00% | 100.00% |
10.05.2024 | 4.64% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 249'622 | 249'622 | 52'573 CHF | 55'069 CHF | 100.00% | 100.00% |
08.05.2024 | 4.12% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 224'627 | 224'627 | 53'468 CHF | 55'714 CHF | 100.00% | 100.00% |
07.05.2024 | 3.73% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'682 CHF | 54'682 CHF | 99.85% | 99.85% |
06.05.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'126 CHF | 53'126 CHF | 99.83% | 99.83% |
03.05.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 197'265 | 197'265 | 54'201 CHF | 56'174 CHF | 100.00% | 100.00% |
02.05.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'595 | 175'595 | 51'414 CHF | 53'170 CHF | 100.00% | 100.00% |
30.04.2024 | 3.69% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 199'652 | 199'652 | 53'137 CHF | 55'134 CHF | 100.00% | 100.00% |