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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 2.40% | 0.38 CHF | 0.39 CHF | 900'000 | 300'000 | 782'254 | 260'751 | 322'273 CHF | 110'032 CHF | 98.78% | 98.78% |
10.05.2024 | 2.20% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 337'601 CHF | 115'034 CHF | 99.33% | 99.33% |
08.05.2024 | 1.90% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 692'375 | 230'792 | 370'265 CHF | 125'730 CHF | 93.34% | 93.34% |
07.05.2024 | 1.49% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 398'487 CHF | 134'829 CHF | 99.59% | 99.59% |
06.05.2024 | 1.62% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 651'139 | 217'046 | 398'848 CHF | 135'120 CHF | 99.55% | 99.55% |
03.05.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 750'000 | 250'000 | 721'783 | 240'594 | 419'013 CHF | 142'077 CHF | 99.44% | 99.44% |
02.05.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 419'659 CHF | 142'386 CHF | 99.53% | 99.53% |
30.04.2024 | 1.85% | 0.56 CHF | 0.57 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 401'833 CHF | 136'444 CHF | 98.58% | 98.58% |
29.04.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 750'000 | 250'000 | 729'895 | 243'298 | 417'018 CHF | 141'439 CHF | 98.52% | 98.52% |
26.04.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 750'000 | 250'000 | 609'435 | 203'145 | 374'212 CHF | 126'769 CHF | 99.14% | 99.14% |