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 | 1.47% | 0.68 CHF | 0.69 CHF | 200'000 | 200'000 | 89'422 | 89'422 | 61'184 CHF | 62'080 CHF | 99.80% | 99.80% |
06.05.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 89'502 | 89'502 | 68'801 CHF | 69'698 CHF | 100.00% | 100.00% |
03.05.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 89'411 | 89'411 | 66'523 CHF | 67'419 CHF | 99.54% | 99.54% |
02.05.2024 | 1.65% | 0.67 CHF | 0.68 CHF | 200'000 | 200'000 | 96'375 | 96'375 | 59'683 CHF | 60'648 CHF | 100.00% | 100.00% |
30.04.2024 | 1.97% | 0.48 CHF | 0.49 CHF | 220'000 | 220'000 | 96'648 | 96'648 | 49'061 CHF | 50'029 CHF | 99.99% | 99.99% |
29.04.2024 | 1.93% | 0.54 CHF | 0.55 CHF | 220'000 | 220'000 | 89'883 | 89'883 | 47'083 CHF | 47'984 CHF | 99.81% | 99.81% |
26.04.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 220'000 | 220'000 | 98'432 | 98'432 | 54'473 CHF | 55'459 CHF | 99.34% | 99.34% |
25.04.2024 | 2.45% | 0.47 CHF | 0.48 CHF | 220'000 | 220'000 | 98'451 | 98'451 | 45'660 CHF | 46'714 CHF | 99.99% | 99.99% |
24.04.2024 | 3.47% | 0.44 CHF | 0.45 CHF | 220'000 | 220'000 | 98'456 | 98'456 | 43'471 CHF | 44'751 CHF | 99.62% | 99.62% |
23.04.2024 | 3.00% | 0.37 CHF | 0.38 CHF | 220'000 | 220'000 | 103'291 | 103'291 | 35'755 CHF | 36'790 CHF | 99.83% | 99.83% |