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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 3.32% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 173'542 | 100'000 | 51'425 CHF | 30'646 CHF | 99.99% | 99.99% |
07.05.2024 | 3.14% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 165'444 | 100'000 | 51'806 CHF | 32'332 CHF | 99.92% | 99.92% |
06.05.2024 | 4.66% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 142'670 | 92'150 | 47'671 CHF | 31'828 CHF | 99.99% | 99.99% |
03.05.2024 | 5.81% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 137'478 | 86'949 | 44'210 CHF | 29'076 CHF | 95.86% | 95.86% |
02.05.2024 | 5.19% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 177'813 | 94'455 | 48'002 CHF | 26'521 CHF | 99.47% | 99.47% |
30.04.2024 | 4.86% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 182'683 | 95'984 | 48'678 CHF | 26'663 CHF | 98.41% | 98.41% |
29.04.2024 | 3.51% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 181'564 | 100'000 | 50'847 CHF | 29'015 CHF | 99.88% | 99.88% |
26.04.2024 | 5.23% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 169'503 | 93'575 | 47'483 CHF | 27'250 CHF | 94.88% | 94.88% |
25.04.2024 | 7.94% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 155'894 | 85'059 | 42'301 CHF | 24'092 CHF | 96.41% | 96.41% |
24.04.2024 | 4.50% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 184'950 | 96'910 | 49'581 CHF | 27'010 CHF | 97.56% | 97.56% |