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 | 5.07% | 0.20 CHF | 0.21 CHF | 650'000 | 650'000 | 671'101 | 671'099 | 129'132 CHF | 135'843 CHF | 99.79% | 99.79% |
06.05.2024 | 5.32% | 0.17 CHF | 0.18 CHF | 725'000 | 725'000 | 707'015 | 707'013 | 129'526 CHF | 136'596 CHF | 99.77% | 99.77% |
03.05.2024 | 5.21% | 0.17 CHF | 0.18 CHF | 725'000 | 725'000 | 702'934 | 702'934 | 131'496 CHF | 138'525 CHF | 100.00% | 100.00% |
02.05.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 675'000 | 675'000 | 673'862 | 673'862 | 134'585 CHF | 141'324 CHF | 100.00% | 100.00% |
30.04.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 650'000 | 650'000 | 673'419 | 673'418 | 134'152 CHF | 140'886 CHF | 100.00% | 100.00% |
29.04.2024 | 4.73% | 0.20 CHF | 0.21 CHF | 675'000 | 675'000 | 661'900 | 661'902 | 136'801 CHF | 143'420 CHF | 94.85% | 94.85% |
26.04.2024 | 4.57% | 0.22 CHF | 0.23 CHF | 650'000 | 650'000 | 650'892 | 650'779 | 139'257 CHF | 145'741 CHF | 100.00% | 100.00% |
25.04.2024 | 4.10% | 0.23 CHF | 0.24 CHF | 625'000 | 625'000 | 614'381 | 614'388 | 146'830 CHF | 152'976 CHF | 84.45% | 84.45% |
24.04.2024 | 4.39% | 0.21 CHF | 0.22 CHF | 650'000 | 650'000 | 636'203 | 636'211 | 141'939 CHF | 148'303 CHF | 100.00% | 100.00% |
23.04.2024 | 3.87% | 0.21 CHF | 0.22 CHF | 650'000 | 650'000 | 598'896 | 598'886 | 152'591 CHF | 158'578 CHF | 100.00% | 100.00% |