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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 4.82% | 0.22 CHF | 0.23 CHF | 230'000 | 200'000 | 249'184 | 200'000 | 50'408 CHF | 42'538 CHF | 84.47% | 84.47% |
06.05.2024 | 5.77% | 0.16 CHF | 0.17 CHF | 320'000 | 200'000 | 302'356 | 200'000 | 50'893 CHF | 35'764 CHF | 92.67% | 92.67% |
03.05.2024 | 6.38% | 0.15 CHF | 0.16 CHF | 340'000 | 200'000 | 336'294 | 200'000 | 51'030 CHF | 32'371 CHF | 92.31% | 92.31% |
02.05.2024 | 6.48% | 0.14 CHF | 0.15 CHF | 360'000 | 200'000 | 340'878 | 200'000 | 50'881 CHF | 31'912 CHF | 93.09% | 93.09% |
30.04.2024 | 5.75% | 0.15 CHF | 0.16 CHF | 340'000 | 200'000 | 301'682 | 200'000 | 50'955 CHF | 35'832 CHF | 96.29% | 96.29% |
29.04.2024 | 5.05% | 0.18 CHF | 0.19 CHF | 280'000 | 200'000 | 262'612 | 200'000 | 50'670 CHF | 40'642 CHF | 99.20% | 99.20% |
26.04.2024 | 5.37% | 0.19 CHF | 0.20 CHF | 270'000 | 200'000 | 279'281 | 200'000 | 50'600 CHF | 38'256 CHF | 94.74% | 94.74% |
25.04.2024 | 5.59% | 0.17 CHF | 0.18 CHF | 300'000 | 200'000 | 291'628 | 200'000 | 50'646 CHF | 36'845 CHF | 97.40% | 97.40% |
24.04.2024 | 4.36% | 0.21 CHF | 0.22 CHF | 240'000 | 200'000 | 225'441 | 200'000 | 50'573 CHF | 46'912 CHF | 98.73% | 98.73% |
23.04.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 203'139 | 200'000 | 50'447 CHF | 51'697 CHF | 97.54% | 97.54% |