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 | 5.03% | 0.19 CHF | 0.20 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 96'947 CHF | 20'389 CHF | 99.27% | 99.27% |
07.05.2024 | 4.45% | 0.21 CHF | 0.22 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 110'156 CHF | 23'031 CHF | 98.13% | 98.13% |
06.05.2024 | 4.19% | 0.24 CHF | 0.25 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 116'940 CHF | 24'388 CHF | 99.27% | 99.27% |
03.05.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 115'642 CHF | 24'128 CHF | 99.17% | 99.17% |
02.05.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 127'467 CHF | 26'494 CHF | 99.27% | 99.27% |
30.04.2024 | 3.62% | 0.28 CHF | 0.29 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 135'606 CHF | 28'121 CHF | 98.15% | 98.15% |
29.04.2024 | 4.04% | 0.25 CHF | 0.26 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 121'540 CHF | 25'308 CHF | 99.21% | 99.21% |
26.04.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 141'925 CHF | 29'385 CHF | 99.27% | 99.27% |
25.04.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 139'978 CHF | 28'996 CHF | 97.47% | 97.47% |
24.04.2024 | 2.83% | 0.29 CHF | 0.30 CHF | 500'000 | 100'000 | 500'000 | 99'965 | 174'861 CHF | 35'959 CHF | 99.27% | 99.27% |