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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.05.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 254'696 CHF | 86'899 CHF | 96.30% | 96.30% |
02.05.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 258'516 CHF | 88'172 CHF | 97.45% | 97.45% |
30.04.2024 | 2.58% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 229'768 CHF | 78'589 CHF | 95.35% | 95.35% |
29.04.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'349 CHF | 71'783 CHF | 92.81% | 92.81% |
26.04.2024 | 2.48% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 239'738 CHF | 81'913 CHF | 91.60% | 91.60% |
25.04.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 242'199 CHF | 82'733 CHF | 92.06% | 92.06% |
24.04.2024 | 2.63% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 224'838 CHF | 76'946 CHF | 93.74% | 93.74% |
23.04.2024 | 2.38% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 249'400 CHF | 85'133 CHF | 95.98% | 95.98% |
22.04.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 249'771 CHF | 85'257 CHF | 95.41% | 95.41% |
19.04.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 251'323 CHF | 85'774 CHF | 97.40% | 97.40% |