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 | 2.70% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 73'095 CHF | 75'095 CHF | 100.00% | 100.00% |
10.05.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 78'698 CHF | 80'948 CHF | 100.00% | 100.00% |
08.05.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 75'199 CHF | 77'699 CHF | 100.00% | 100.00% |
07.05.2024 | 3.93% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 62'517 CHF | 65'017 CHF | 100.00% | 100.00% |
06.05.2024 | 4.14% | 0.24 CHF | 0.25 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 71'085 CHF | 74'085 CHF | 100.00% | 100.00% |
03.05.2024 | 4.43% | 0.23 CHF | 0.24 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 66'358 CHF | 69'358 CHF | 100.00% | 100.00% |
02.05.2024 | 4.41% | 0.23 CHF | 0.24 CHF | 300'000 | 300'000 | 267'492 | 267'492 | 59'379 CHF | 62'054 CHF | 100.00% | 100.00% |
30.04.2024 | 4.09% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 59'963 CHF | 62'463 CHF | 100.00% | 100.00% |
29.04.2024 | 4.10% | 0.24 CHF | 0.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 59'729 CHF | 62'229 CHF | 100.00% | 100.00% |
26.04.2024 | 4.42% | 0.23 CHF | 0.24 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 66'457 CHF | 69'457 CHF | 100.00% | 100.00% |