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 | 4.23% | 0.48 CHF | 0.50 CHF | 200'000 | 200'000 | 191'334 | 191'334 | 88'613 CHF | 92'440 CHF | 98.93% | 98.93% |
07.05.2024 | 3.99% | 0.48 CHF | 0.50 CHF | 200'000 | 200'000 | 199'896 | 199'896 | 98'304 CHF | 102'304 CHF | 99.95% | 99.95% |
06.05.2024 | 3.99% | 0.50 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 98'379 CHF | 102'379 CHF | 100.00% | 100.00% |
03.05.2024 | 4.00% | 0.49 CHF | 0.51 CHF | 200'000 | 200'000 | 199'553 | 199'553 | 97'867 CHF | 101'858 CHF | 99.98% | 99.98% |
02.05.2024 | 3.87% | 0.52 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'279 CHF | 105'279 CHF | 98.52% | 98.52% |
30.04.2024 | 3.73% | 0.54 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 105'371 CHF | 109'371 CHF | 100.00% | 100.00% |
29.04.2024 | 4.05% | 0.49 CHF | 0.51 CHF | 200'000 | 200'000 | 193'260 | 193'260 | 93'484 CHF | 97'349 CHF | 100.00% | 100.00% |
26.04.2024 | 4.00% | 0.47 CHF | 0.49 CHF | 190'000 | 190'000 | 197'672 | 197'672 | 96'897 CHF | 100'850 CHF | 99.43% | 99.43% |
25.04.2024 | 3.82% | 0.53 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 102'873 CHF | 106'873 CHF | 99.69% | 99.69% |
24.04.2024 | 4.06% | 0.49 CHF | 0.51 CHF | 200'000 | 200'000 | 193'645 | 193'645 | 93'537 CHF | 97'410 CHF | 99.29% | 99.29% |