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 | 2.73% | 0.37 CHF | 0.38 CHF | 175'000 | 175'000 | 196'524 | 196'524 | 70'982 CHF | 72'947 CHF | 100.00% | 100.00% |
07.05.2024 | 3.28% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 208'086 | 208'089 | 62'320 CHF | 64'401 CHF | 100.00% | 100.00% |
06.05.2024 | 3.99% | 0.24 CHF | 0.25 CHF | 250'000 | 250'000 | 239'582 | 239'582 | 58'796 CHF | 61'192 CHF | 100.00% | 100.00% |
03.05.2024 | 4.51% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 264'256 | 264'256 | 57'284 CHF | 59'926 CHF | 97.86% | 97.86% |
02.05.2024 | 4.53% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 265'507 | 265'506 | 57'372 CHF | 60'027 CHF | 100.00% | 100.00% |
30.04.2024 | 4.05% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 249'544 | 249'544 | 60'429 CHF | 62'924 CHF | 100.00% | 100.00% |
29.04.2024 | 3.60% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 226'560 | 226'560 | 61'847 CHF | 64'113 CHF | 100.00% | 100.00% |
26.04.2024 | 3.85% | 0.27 CHF | 0.28 CHF | 225'000 | 225'000 | 246'905 | 246'905 | 62'907 CHF | 65'376 CHF | 99.78% | 99.78% |
25.04.2024 | 4.08% | 0.23 CHF | 0.24 CHF | 275'000 | 275'000 | 256'736 | 256'736 | 61'701 CHF | 64'269 CHF | 100.00% | 100.00% |
24.04.2024 | 3.18% | 0.28 CHF | 0.29 CHF | 225'000 | 225'000 | 224'584 | 224'584 | 69'508 CHF | 71'754 CHF | 100.00% | 100.00% |