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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 3.96% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 208'767 | 208'769 | 51'586 CHF | 53'674 CHF | 100.00% | 100.00% |
07.05.2024 | 4.10% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 224'502 | 224'503 | 53'657 CHF | 55'902 CHF | 99.75% | 99.75% |
06.05.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 221'334 | 221'335 | 53'071 CHF | 55'284 CHF | 99.52% | 99.52% |
03.05.2024 | 4.10% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 224'312 | 224'314 | 53'567 CHF | 55'811 CHF | 99.71% | 99.71% |
02.05.2024 | 4.57% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'443 CHF | 55'943 CHF | 100.00% | 100.00% |
30.04.2024 | 4.71% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'916 CHF | 54'416 CHF | 100.00% | 100.00% |
29.04.2024 | 4.76% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'306 CHF | 53'806 CHF | 99.83% | 99.83% |
26.04.2024 | 4.77% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'228 CHF | 53'728 CHF | 100.00% | 100.00% |
25.04.2024 | 4.53% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 249'239 | 249'239 | 53'779 CHF | 56'271 CHF | 84.33% | 84.33% |
24.04.2024 | 4.52% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 249'223 | 249'223 | 53'972 CHF | 56'464 CHF | 100.00% | 100.00% |