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 | 2.80% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 159'013 CHF | 54'504 CHF | 94.70% | 94.70% |
06.05.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 170'916 CHF | 58'472 CHF | 99.36% | 99.36% |
03.05.2024 | 2.89% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 153'850 CHF | 52'783 CHF | 99.27% | 99.27% |
02.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 154'448 CHF | 52'983 CHF | 99.36% | 99.36% |
30.04.2024 | 2.46% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 181'375 CHF | 61'958 CHF | 99.37% | 99.37% |
29.04.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 191'402 CHF | 65'301 CHF | 99.37% | 99.37% |
26.04.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 180'788 CHF | 61'763 CHF | 99.35% | 99.35% |
25.04.2024 | 2.37% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 149'999 | 188'362 CHF | 64'287 CHF | 99.36% | 99.36% |
24.04.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'620 CHF | 73'040 CHF | 99.36% | 99.36% |
23.04.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 183'588 CHF | 62'696 CHF | 99.38% | 99.38% |