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 | 5.80% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 617'881 | 205'960 | 103'567 CHF | 36'582 CHF | 99.52% | 99.52% |
06.05.2024 | 4.72% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 124'255 CHF | 43'418 CHF | 99.27% | 99.27% |
03.05.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 481'981 | 160'660 | 120'738 CHF | 41'853 CHF | 96.98% | 96.98% |
02.05.2024 | 3.34% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 132'707 CHF | 45'736 CHF | 99.58% | 99.58% |
30.04.2024 | 5.50% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 709'027 | 236'342 | 125'539 CHF | 44'210 CHF | 99.52% | 99.52% |
29.04.2024 | 5.10% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 604'431 | 201'477 | 115'713 CHF | 40'586 CHF | 99.31% | 99.31% |
26.04.2024 | 3.85% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 596'254 | 198'751 | 153'493 CHF | 53'152 CHF | 99.55% | 99.55% |
25.04.2024 | 5.15% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 694'297 | 231'592 | 132'995 CHF | 46'667 CHF | 92.14% | 92.14% |
24.04.2024 | 6.43% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 898'877 | 299'626 | 135'416 CHF | 48'135 CHF | 99.65% | 99.65% |
23.04.2024 | 5.30% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 771'583 | 257'194 | 141'966 CHF | 49'894 CHF | 99.53% | 99.53% |