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 | 3.27% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 177'369 | 177'368 | 53'380 CHF | 55'153 CHF | 100.00% | 100.00% |
07.05.2024 | 2.81% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'256 | 150'257 | 52'802 CHF | 54'305 CHF | 99.81% | 99.81% |
06.05.2024 | 3.00% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 169'565 | 169'565 | 55'687 CHF | 57'383 CHF | 99.78% | 99.78% |
03.05.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 155'199 | 155'199 | 52'447 CHF | 53'999 CHF | 100.00% | 100.00% |
02.05.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'307 | 150'308 | 52'155 CHF | 53'659 CHF | 100.00% | 100.00% |
30.04.2024 | 3.09% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'812 CHF | 57'562 CHF | 100.00% | 100.00% |
29.04.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'564 CHF | 57'314 CHF | 95.02% | 95.02% |
26.04.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 174'691 | 174'689 | 54'410 CHF | 56'157 CHF | 100.00% | 100.00% |
25.04.2024 | 2.69% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'714 | 150'716 | 55'334 CHF | 56'841 CHF | 84.45% | 84.45% |
24.04.2024 | 3.58% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 199'485 | 199'484 | 54'741 CHF | 56'736 CHF | 100.00% | 100.00% |