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 | 3.75% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 193'194 | 99'752 | 51'060 CHF | 27'435 CHF | 97.11% | 97.11% |
14.05.2024 | 3.50% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 181'155 | 100'000 | 50'866 CHF | 29'086 CHF | 98.56% | 98.56% |
13.05.2024 | 3.44% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 179'402 | 100'000 | 51'222 CHF | 29'567 CHF | 96.49% | 96.49% |
10.05.2024 | 3.55% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 184'021 | 100'000 | 50'901 CHF | 28'708 CHF | 98.01% | 98.01% |
08.05.2024 | 4.38% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 226'077 | 100'000 | 50'469 CHF | 23'405 CHF | 99.74% | 99.74% |
07.05.2024 | 5.62% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 294'008 | 100'000 | 50'832 CHF | 18'322 CHF | 90.72% | 90.72% |
06.05.2024 | 4.88% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 252'042 | 100'000 | 50'390 CHF | 21'092 CHF | 97.92% | 97.92% |
03.05.2024 | 5.03% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 262'482 | 100'000 | 50'893 CHF | 20'415 CHF | 97.83% | 97.83% |
02.05.2024 | 5.21% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 272'871 | 100'000 | 50'971 CHF | 19'697 CHF | 99.41% | 99.41% |
30.04.2024 | 4.64% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 239'425 | 100'000 | 50'391 CHF | 22'058 CHF | 98.23% | 98.23% |