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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 368'045 CHF | 124'682 CHF | 97.46% | 97.46% |
30.04.2024 | 1.75% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 340'149 CHF | 115'383 CHF | 95.35% | 95.35% |
29.04.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 319'401 CHF | 108'467 CHF | 92.78% | 92.78% |
26.04.2024 | 1.70% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 350'319 CHF | 118'773 CHF | 91.61% | 91.61% |
25.04.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 351'821 CHF | 119'274 CHF | 92.09% | 92.09% |
24.04.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 335'171 CHF | 113'724 CHF | 93.73% | 93.73% |
23.04.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 359'136 CHF | 121'712 CHF | 95.98% | 95.98% |
22.04.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 359'581 CHF | 121'860 CHF | 95.41% | 95.41% |
19.04.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 360'217 CHF | 122'072 CHF | 97.38% | 97.38% |
18.04.2024 | 1.56% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 380'713 CHF | 128'904 CHF | 98.01% | 98.01% |