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 | 2.06% | 0.47 CHF | 0.48 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 91'461 CHF | 93'361 CHF | 99.08% | 99.08% |
07.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 190'000 | 190'000 | 183'843 | 183'843 | 100'917 CHF | 102'757 CHF | 99.94% | 99.94% |
06.05.2024 | 3.11% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 63'394 CHF | 65'394 CHF | 100.00% | 100.00% |
03.05.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'096 | 200'096 | 57'076 CHF | 59'077 CHF | 100.00% | 100.00% |
02.05.2024 | 3.63% | 0.26 CHF | 0.27 CHF | 210'000 | 210'000 | 208'712 | 208'712 | 56'547 CHF | 58'634 CHF | 100.00% | 100.00% |
30.04.2024 | 3.44% | 0.27 CHF | 0.28 CHF | 210'000 | 210'000 | 201'921 | 201'921 | 57'862 CHF | 59'882 CHF | 100.00% | 100.00% |
29.04.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 59'901 CHF | 61'901 CHF | 100.00% | 100.00% |
26.04.2024 | 3.44% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 57'237 CHF | 59'237 CHF | 99.58% | 99.58% |
25.04.2024 | 3.26% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 60'404 CHF | 62'404 CHF | 100.00% | 100.00% |
24.04.2024 | 3.08% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 198'580 | 198'580 | 63'629 CHF | 65'615 CHF | 99.92% | 99.92% |