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 | 5.37% | 0.21 CHF | 0.22 CHF | 350'000 | 350'000 | 372'392 | 372'394 | 67'722 CHF | 71'446 CHF | 99.82% | 99.82% |
06.05.2024 | 6.16% | 0.14 CHF | 0.15 CHF | 425'000 | 425'000 | 412'212 | 412'213 | 64'985 CHF | 69'108 CHF | 99.78% | 99.78% |
03.05.2024 | 5.93% | 0.14 CHF | 0.15 CHF | 450'000 | 450'000 | 408'084 | 408'084 | 66'835 CHF | 70'916 CHF | 100.00% | 100.00% |
02.05.2024 | 5.20% | 0.18 CHF | 0.19 CHF | 400'000 | 400'000 | 385'053 | 385'052 | 72'228 CHF | 76'078 CHF | 100.00% | 100.00% |
30.04.2024 | 5.18% | 0.20 CHF | 0.21 CHF | 375'000 | 375'000 | 388'057 | 388'063 | 73'015 CHF | 76'897 CHF | 99.80% | 99.80% |
29.04.2024 | 4.85% | 0.19 CHF | 0.20 CHF | 375'000 | 375'000 | 376'916 | 376'831 | 75'820 CHF | 79'573 CHF | 94.88% | 94.88% |
26.04.2024 | 4.55% | 0.22 CHF | 0.23 CHF | 375'000 | 375'000 | 372'500 | 372'499 | 80'066 CHF | 83'791 CHF | 100.00% | 100.00% |
25.04.2024 | 3.74% | 0.25 CHF | 0.26 CHF | 350'000 | 350'000 | 347'591 | 347'591 | 91'377 CHF | 94'853 CHF | 84.44% | 84.44% |
24.04.2024 | 4.16% | 0.21 CHF | 0.22 CHF | 375'000 | 375'000 | 360'693 | 360'691 | 85'037 CHF | 88'643 CHF | 100.00% | 100.00% |
23.04.2024 | 3.42% | 0.21 CHF | 0.22 CHF | 375'000 | 375'000 | 341'301 | 341'324 | 99'716 CHF | 103'137 CHF | 100.00% | 100.00% |