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 | 5.52% | 0.16 CHF | 0.17 CHF | 300'000 | 100'000 | 276'814 | 92'271 | 48'755 CHF | 17'174 CHF | 99.13% | 99.13% |
14.05.2024 | 5.04% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 236'600 | 78'867 | 45'817 CHF | 16'061 CHF | 99.36% | 99.36% |
13.05.2024 | 5.22% | 0.21 CHF | 0.22 CHF | 225'000 | 75'000 | 234'345 | 78'115 | 43'744 CHF | 15'363 CHF | 98.90% | 98.90% |
10.05.2024 | 4.89% | 0.19 CHF | 0.20 CHF | 225'000 | 75'000 | 233'241 | 77'747 | 46'482 CHF | 16'272 CHF | 99.37% | 99.37% |
08.05.2024 | 3.95% | 0.20 CHF | 0.21 CHF | 225'000 | 75'000 | 227'868 | 75'956 | 56'986 CHF | 19'755 CHF | 99.37% | 99.37% |
07.05.2024 | 3.60% | 0.26 CHF | 0.27 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 61'513 CHF | 21'254 CHF | 99.37% | 99.37% |
06.05.2024 | 3.19% | 0.33 CHF | 0.34 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 69'529 CHF | 23'927 CHF | 99.36% | 99.36% |
03.05.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 78'123 CHF | 26'791 CHF | 99.18% | 99.18% |
02.05.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 89'099 CHF | 30'450 CHF | 99.28% | 99.28% |
30.04.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 87'702 CHF | 29'984 CHF | 99.36% | 99.36% |