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 | 4.02% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 299'883 | 219'750 CHF | 76'221 CHF | 99.15% | 99.15% |
14.05.2024 | 4.17% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 211'369 CHF | 73'457 CHF | 99.35% | 99.35% |
13.05.2024 | 4.35% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 299'971 | 202'936 CHF | 70'639 CHF | 98.85% | 98.85% |
10.05.2024 | 4.96% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 177'250 CHF | 62'083 CHF | 99.38% | 99.38% |
08.05.2024 | 5.86% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 149'177 CHF | 52'726 CHF | 99.36% | 99.36% |
07.05.2024 | 5.29% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 165'752 CHF | 58'251 CHF | 98.14% | 98.14% |
06.05.2024 | 5.09% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 172'365 CHF | 60'455 CHF | 99.36% | 99.36% |
03.05.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 171'683 CHF | 60'228 CHF | 99.14% | 99.14% |
02.05.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 181'189 CHF | 63'396 CHF | 99.33% | 99.33% |
30.04.2024 | 4.52% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 194'934 CHF | 67'978 CHF | 98.10% | 98.10% |