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 | 2.54% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 136'567 | 136'566 | 53'022 CHF | 54'387 CHF | 99.78% | 99.78% |
06.05.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 130'741 | 130'743 | 52'995 CHF | 54'303 CHF | 99.74% | 99.74% |
03.05.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 128'432 | 128'431 | 52'773 CHF | 54'057 CHF | 99.94% | 99.94% |
02.05.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'526 | 125'525 | 51'675 CHF | 52'930 CHF | 99.43% | 99.43% |
30.04.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 133'024 | 133'026 | 53'309 CHF | 54'640 CHF | 99.47% | 99.47% |
29.04.2024 | 3.10% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 173'126 | 173'126 | 55'066 CHF | 56'797 CHF | 99.31% | 99.31% |
26.04.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'417 | 175'415 | 53'692 CHF | 55'445 CHF | 98.81% | 98.81% |
25.04.2024 | 2.54% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 138'489 | 138'491 | 53'837 CHF | 55'223 CHF | 83.81% | 83.81% |
24.04.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'777 | 150'777 | 53'334 CHF | 54'842 CHF | 99.99% | 99.99% |
23.04.2024 | 2.42% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 128'888 | 128'896 | 52'528 CHF | 53'821 CHF | 99.78% | 99.78% |