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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.04.2024 | 4.59% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 128'082 CHF | 44'694 CHF | 95.35% | 95.35% |
29.04.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 112'479 CHF | 39'493 CHF | 92.82% | 92.82% |
26.04.2024 | 4.20% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 140'287 CHF | 48'762 CHF | 91.62% | 91.62% |
25.04.2024 | 4.17% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 140'902 CHF | 48'968 CHF | 92.08% | 92.08% |
24.04.2024 | 4.70% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 124'989 CHF | 43'663 CHF | 93.75% | 93.75% |
23.04.2024 | 3.95% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 148'915 CHF | 51'639 CHF | 95.98% | 95.98% |
22.04.2024 | 3.93% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 149'673 CHF | 51'891 CHF | 95.41% | 95.41% |
19.04.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 150'570 CHF | 52'190 CHF | 97.39% | 97.39% |
18.04.2024 | 3.47% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 170'359 CHF | 58'786 CHF | 98.01% | 98.01% |
17.04.2024 | 3.13% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 189'558 CHF | 65'186 CHF | 95.35% | 95.35% |