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 | 4.25% | 0.23 CHF | 0.24 CHF | 300'000 | 300'000 | 298'223 | 298'223 | 68'598 CHF | 71'580 CHF | 100.00% | 100.00% |
14.05.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 275'000 | 275'000 | 279'010 | 279'013 | 66'217 CHF | 69'008 CHF | 99.72% | 99.72% |
13.05.2024 | 4.82% | 0.21 CHF | 0.22 CHF | 325'000 | 325'000 | 321'867 | 321'864 | 65'272 CHF | 68'490 CHF | 100.00% | 100.00% |
10.05.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 325'000 | 325'000 | 324'492 | 324'491 | 64'947 CHF | 68'191 CHF | 100.00% | 100.00% |
08.05.2024 | 4.14% | 0.23 CHF | 0.24 CHF | 300'000 | 300'000 | 282'903 | 282'903 | 66'951 CHF | 69'780 CHF | 100.00% | 100.00% |
07.05.2024 | 3.69% | 0.25 CHF | 0.26 CHF | 275'000 | 275'000 | 256'687 | 256'688 | 68'268 CHF | 70'836 CHF | 99.77% | 99.77% |
06.05.2024 | 3.41% | 0.28 CHF | 0.29 CHF | 250'000 | 250'000 | 248'564 | 248'563 | 71'601 CHF | 74'086 CHF | 99.76% | 99.76% |
03.05.2024 | 3.19% | 0.32 CHF | 0.33 CHF | 225'000 | 225'000 | 228'911 | 228'909 | 70'664 CHF | 72'952 CHF | 100.00% | 100.00% |
02.05.2024 | 3.08% | 0.33 CHF | 0.34 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 72'059 CHF | 74'309 CHF | 100.00% | 100.00% |
30.04.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 225'000 | 225'000 | 226'521 | 226'521 | 72'004 CHF | 74'269 CHF | 100.00% | 100.00% |