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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 4.57% | 0.22 CHF | 0.23 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 107'042 CHF | 112'042 CHF | 100.00% | 100.00% |
10.05.2024 | 4.62% | 0.21 CHF | 0.22 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 95'240 CHF | 99'740 CHF | 100.00% | 100.00% |
08.05.2024 | 4.20% | 0.23 CHF | 0.24 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 104'804 CHF | 109'304 CHF | 100.00% | 100.00% |
07.05.2024 | 3.97% | 0.24 CHF | 0.25 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 98'670 CHF | 102'669 CHF | 100.00% | 100.00% |
06.05.2024 | 3.79% | 0.25 CHF | 0.26 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 90'626 CHF | 94'126 CHF | 100.00% | 100.00% |
03.05.2024 | 3.68% | 0.27 CHF | 0.28 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 93'371 CHF | 96'871 CHF | 100.00% | 100.00% |
02.05.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 350'000 | 350'000 | 317'489 | 317'489 | 85'923 CHF | 89'098 CHF | 100.00% | 100.00% |
30.04.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 93'922 CHF | 97'422 CHF | 100.00% | 100.00% |
29.04.2024 | 3.71% | 0.26 CHF | 0.27 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 79'478 CHF | 82'478 CHF | 100.00% | 100.00% |
26.04.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 82'067 CHF | 85'067 CHF | 100.00% | 100.00% |