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 | 3.08% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'538 CHF | 54'181 CHF | 100.00% | 100.00% |
07.05.2024 | 3.11% | 0.27 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'934 CHF | 53'576 CHF | 98.92% | 98.92% |
06.05.2024 | 3.14% | 0.26 CHF | 0.26 CHF | 200'000 | 200'000 | 200'052 | 200'000 | 51'285 CHF | 52'906 CHF | 100.00% | 100.00% |
03.05.2024 | 3.23% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 210'268 | 200'000 | 51'274 CHF | 50'409 CHF | 96.50% | 96.50% |
02.05.2024 | 3.22% | 0.23 CHF | 0.24 CHF | 220'000 | 200'000 | 205'908 | 200'000 | 51'185 CHF | 51'410 CHF | 92.16% | 92.16% |
30.04.2024 | 3.16% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'251 CHF | 52'896 CHF | 99.86% | 99.86% |
29.04.2024 | 2.94% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'932 CHF | 56'573 CHF | 99.89% | 99.89% |
26.04.2024 | 3.13% | 0.27 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'532 CHF | 53'169 CHF | 93.64% | 93.64% |
25.04.2024 | 3.26% | 0.25 CHF | 0.26 CHF | 210'000 | 200'000 | 200'900 | 200'000 | 51'602 CHF | 53'081 CHF | 99.35% | 99.35% |
24.04.2024 | 3.09% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 55'291 CHF | 57'026 CHF | 99.47% | 99.47% |