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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 3.93% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 200'781 | 100'000 | 50'144 CHF | 25'978 CHF | 99.99% | 99.99% |
07.05.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 193'106 | 100'000 | 51'427 CHF | 27'656 CHF | 99.97% | 99.97% |
06.05.2024 | 5.37% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 162'887 | 92'150 | 47'035 CHF | 27'635 CHF | 99.99% | 99.99% |
03.05.2024 | 6.81% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 158'122 | 86'583 | 43'628 CHF | 24'999 CHF | 96.40% | 96.40% |
02.05.2024 | 6.26% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 212'189 | 94'454 | 47'340 CHF | 22'088 CHF | 99.45% | 99.45% |
30.04.2024 | 5.87% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 218'974 | 95'984 | 48'087 CHF | 22'193 CHF | 98.41% | 98.41% |
29.04.2024 | 4.18% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 215'506 | 100'000 | 50'489 CHF | 24'450 CHF | 99.94% | 99.94% |
26.04.2024 | 6.38% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 198'584 | 93'132 | 46'451 CHF | 22'830 CHF | 95.45% | 95.45% |
25.04.2024 | 9.50% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 186'065 | 85'280 | 41'941 CHF | 20'220 CHF | 96.53% | 96.53% |
24.04.2024 | 5.42% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 219'560 | 96'912 | 48'769 CHF | 22'547 CHF | 97.61% | 97.61% |