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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 1.87% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 239'811 CHF | 81'437 CHF | 99.20% | 99.20% |
08.05.2024 | 1.63% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'096 CHF | 93'532 CHF | 99.22% | 99.22% |
07.05.2024 | 1.42% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 313'759 CHF | 106'086 CHF | 98.26% | 98.26% |
06.05.2024 | 1.20% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 372'452 CHF | 125'651 CHF | 99.23% | 99.23% |
03.05.2024 | 1.04% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 431'244 CHF | 145'248 CHF | 99.16% | 99.16% |
02.05.2024 | 0.93% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 482'188 CHF | 162'229 CHF | 99.22% | 99.22% |
30.04.2024 | 0.95% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 472'123 CHF | 158'874 CHF | 98.71% | 98.71% |
29.04.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 467'766 CHF | 157'422 CHF | 99.16% | 99.16% |
26.04.2024 | 0.99% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 454'378 CHF | 152'959 CHF | 99.24% | 99.24% |
25.04.2024 | 0.90% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 496'613 CHF | 167'038 CHF | 99.21% | 99.21% |