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 | 2.72% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 163'351 CHF | 55'950 CHF | 99.36% | 99.36% |
07.05.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 156'044 CHF | 53'515 CHF | 94.71% | 94.71% |
06.05.2024 | 5.40% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 81'242 CHF | 28'581 CHF | 99.36% | 99.36% |
03.05.2024 | 4.96% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 465'792 | 155'264 | 91'545 CHF | 32'068 CHF | 99.37% | 99.37% |
02.05.2024 | 5.76% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 101'279 CHF | 35'760 CHF | 99.36% | 99.36% |
30.04.2024 | 5.46% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 106'978 CHF | 37'659 CHF | 99.36% | 99.36% |
29.04.2024 | 5.65% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 103'500 CHF | 36'500 CHF | 99.37% | 99.37% |
26.04.2024 | 6.05% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 96'174 CHF | 34'058 CHF | 99.37% | 99.37% |
25.04.2024 | 6.18% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 94'233 CHF | 33'411 CHF | 99.37% | 99.37% |
24.04.2024 | 6.00% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 97'098 CHF | 34'366 CHF | 99.36% | 99.36% |