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 | 5.39% | 0.18 CHF | 0.19 CHF | 280'000 | 200'000 | 281'418 | 200'000 | 50'758 CHF | 38'132 CHF | 100.00% | 100.00% |
07.05.2024 | 3.70% | 0.23 CHF | 0.24 CHF | 220'000 | 200'000 | 201'859 | 200'000 | 53'913 CHF | 55'472 CHF | 98.92% | 98.92% |
06.05.2024 | 3.12% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 63'294 CHF | 65'294 CHF | 100.00% | 100.00% |
03.05.2024 | 3.12% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 63'168 CHF | 65'168 CHF | 98.64% | 98.64% |
02.05.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'158 | 200'000 | 56'788 CHF | 58'751 CHF | 99.13% | 99.13% |
30.04.2024 | 3.45% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 57'059 CHF | 59'059 CHF | 100.00% | 100.00% |
29.04.2024 | 3.61% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'592 CHF | 56'592 CHF | 100.00% | 100.00% |
26.04.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 201'402 | 200'000 | 51'455 CHF | 53'124 CHF | 99.26% | 99.26% |
25.04.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 230'000 | 200'000 | 228'918 | 200'000 | 50'588 CHF | 46'217 CHF | 14.06% | 98.90% |
24.04.2024 | 4.04% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 211'258 | 200'000 | 51'373 CHF | 50'850 CHF | 77.71% | 100.00% |