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 | 4.31% | 0.23 CHF | 0.24 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 39'759 CHF | 41'509 CHF | 100.00% | 100.00% |
10.05.2024 | 4.16% | 0.23 CHF | 0.24 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 29'453 CHF | 30'703 CHF | 100.00% | 100.00% |
08.05.2024 | 3.34% | 0.28 CHF | 0.29 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 36'830 CHF | 38'080 CHF | 100.00% | 100.00% |
07.05.2024 | 3.41% | 0.30 CHF | 0.31 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 36'026 CHF | 37'276 CHF | 100.00% | 100.00% |
06.05.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 31'638 CHF | 32'638 CHF | 100.00% | 100.00% |
03.05.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 32'519 CHF | 33'519 CHF | 100.00% | 100.00% |
02.05.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 32'973 CHF | 33'973 CHF | 100.00% | 100.00% |
30.04.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 31'781 CHF | 32'781 CHF | 100.00% | 100.00% |
29.04.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 30'085 CHF | 30'985 CHF | 100.00% | 100.00% |
26.04.2024 | 2.99% | 0.34 CHF | 0.35 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 26'389 CHF | 27'189 CHF | 100.00% | 100.00% |