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 | 3.13% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'120 CHF | 56'870 CHF | 99.82% | 99.82% |
06.05.2024 | 2.92% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 158'875 | 158'875 | 53'627 CHF | 55'216 CHF | 99.78% | 99.78% |
03.05.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 172'113 | 172'115 | 56'614 CHF | 58'336 CHF | 100.00% | 100.00% |
02.05.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 174'691 | 174'691 | 56'129 CHF | 57'875 CHF | 100.00% | 100.00% |
30.04.2024 | 2.88% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 150'323 | 150'323 | 51'540 CHF | 53'044 CHF | 100.00% | 100.00% |
29.04.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 155'576 | 155'577 | 53'081 CHF | 54'637 CHF | 95.00% | 95.00% |
26.04.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 152'920 | 152'920 | 53'013 CHF | 54'542 CHF | 100.00% | 100.00% |
25.04.2024 | 3.28% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 174'283 | 174'280 | 52'357 CHF | 54'098 CHF | 84.45% | 84.45% |
24.04.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 126'299 | 126'299 | 51'150 CHF | 52'413 CHF | 100.00% | 100.00% |
23.04.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 128'954 | 128'957 | 51'483 CHF | 52'774 CHF | 100.00% | 100.00% |