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 | 2.91% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 359'947 | 119'982 | 121'096 CHF | 41'565 CHF | 94.70% | 94.70% |
06.05.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 339'127 | 113'042 | 120'044 CHF | 41'145 CHF | 99.36% | 99.36% |
03.05.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 339'688 | 113'229 | 122'298 CHF | 41'898 CHF | 99.36% | 99.36% |
02.05.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 308'488 | 102'829 | 110'676 CHF | 37'920 CHF | 99.37% | 99.37% |
30.04.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 385'772 | 128'591 | 135'456 CHF | 46'438 CHF | 99.36% | 99.36% |
29.04.2024 | 3.38% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 130'840 CHF | 45'114 CHF | 99.36% | 99.36% |
26.04.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 130'387 CHF | 44'962 CHF | 98.29% | 98.29% |
25.04.2024 | 2.91% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 152'738 CHF | 52'413 CHF | 99.36% | 99.36% |
24.04.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 141'411 CHF | 48'637 CHF | 99.36% | 99.36% |
23.04.2024 | 2.78% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 388'011 | 129'337 | 137'208 CHF | 47'029 CHF | 99.37% | 99.37% |