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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 5.24% | 0.18 CHF | 0.19 CHF | 600'000 | 600'000 | 534'980 | 534'980 | 99'287 CHF | 104'637 CHF | 100.00% | 100.00% |
30.04.2024 | 5.43% | 0.19 CHF | 0.20 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 107'589 CHF | 113'589 CHF | 100.00% | 100.00% |
29.04.2024 | 5.74% | 0.17 CHF | 0.18 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 101'545 CHF | 107'545 CHF | 100.00% | 100.00% |
26.04.2024 | 5.58% | 0.17 CHF | 0.18 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 87'248 CHF | 92'248 CHF | 100.00% | 100.00% |
25.04.2024 | 5.34% | 0.18 CHF | 0.19 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 109'451 CHF | 115'451 CHF | 100.00% | 100.00% |
24.04.2024 | 5.68% | 0.17 CHF | 0.18 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 102'572 CHF | 108'572 CHF | 100.00% | 100.00% |
23.04.2024 | 5.44% | 0.17 CHF | 0.18 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 89'425 CHF | 94'425 CHF | 100.00% | 100.00% |
22.04.2024 | 5.10% | 0.19 CHF | 0.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 95'549 CHF | 100'548 CHF | 100.00% | 100.00% |
19.04.2024 | 5.10% | 0.19 CHF | 0.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 95'515 CHF | 100'515 CHF | 100.00% | 100.00% |
18.04.2024 | 5.22% | 0.18 CHF | 0.19 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 93'283 CHF | 98'283 CHF | 100.00% | 100.00% |