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 | 2.44% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 81'044 CHF | 83'044 CHF | 99.32% | 99.32% |
07.05.2024 | 3.32% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 59'536 CHF | 61'536 CHF | 84.48% | 84.48% |
06.05.2024 | 4.79% | 0.19 CHF | 0.20 CHF | 270'000 | 200'000 | 248'904 | 200'000 | 50'706 CHF | 43'002 CHF | 92.67% | 92.67% |
03.05.2024 | 5.88% | 0.16 CHF | 0.17 CHF | 320'000 | 200'000 | 309'352 | 200'000 | 51'072 CHF | 35'142 CHF | 93.08% | 93.08% |
02.05.2024 | 5.94% | 0.14 CHF | 0.15 CHF | 360'000 | 200'000 | 310'957 | 200'000 | 50'823 CHF | 34'946 CHF | 93.09% | 93.09% |
30.04.2024 | 4.70% | 0.19 CHF | 0.20 CHF | 270'000 | 200'000 | 243'200 | 200'000 | 50'536 CHF | 43'690 CHF | 96.27% | 96.27% |
29.04.2024 | 3.78% | 0.23 CHF | 0.24 CHF | 220'000 | 200'000 | 201'135 | 200'000 | 52'303 CHF | 54'037 CHF | 99.20% | 99.20% |
26.04.2024 | 4.18% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 216'047 | 200'000 | 50'670 CHF | 49'020 CHF | 94.34% | 94.34% |
25.04.2024 | 4.65% | 0.20 CHF | 0.21 CHF | 250'000 | 200'000 | 240'751 | 200'000 | 50'605 CHF | 44'319 CHF | 97.07% | 97.07% |
24.04.2024 | 3.04% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 65'054 CHF | 67'054 CHF | 98.74% | 98.74% |