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 | 2.00% | 0.49 CHF | 0.50 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 247'131 CHF | 252'131 CHF | 96.89% | 96.89% |
07.05.2024 | 1.69% | 0.51 CHF | 0.52 CHF | 450'000 | 450'000 | 449'789 | 449'789 | 265'301 CHF | 269'801 CHF | 100.00% | 100.00% |
06.05.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 430'000 | 430'000 | 430'000 | 430'000 | 310'041 CHF | 314'341 CHF | 100.00% | 100.00% |
03.05.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 326'255 CHF | 330'255 CHF | 99.91% | 99.91% |
02.05.2024 | 1.17% | 0.90 CHF | 0.91 CHF | 440'000 | 440'000 | 440'000 | 440'000 | 375'031 CHF | 379'431 CHF | 99.62% | 99.62% |
30.04.2024 | 1.26% | 0.83 CHF | 0.84 CHF | 460'000 | 460'000 | 459'747 | 459'747 | 361'768 CHF | 366'368 CHF | 99.99% | 99.99% |
29.04.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 470'000 | 470'000 | 470'000 | 470'000 | 351'962 CHF | 356'662 CHF | 99.23% | 99.23% |
26.04.2024 | 1.22% | 0.77 CHF | 0.78 CHF | 430'000 | 430'000 | 430'000 | 430'000 | 349'360 CHF | 353'660 CHF | 98.84% | 98.84% |
25.04.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 480'000 | 480'000 | 480'000 | 480'000 | 414'970 CHF | 419'770 CHF | 99.56% | 99.56% |
24.04.2024 | 1.42% | 0.75 CHF | 0.76 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 349'833 CHF | 354'833 CHF | 100.00% | 100.00% |