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 | 2.04% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 146'170 CHF | 49'723 CHF | 99.02% | 99.02% |
07.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 164'889 CHF | 55'963 CHF | 97.14% | 97.14% |
06.05.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 162'232 CHF | 55'077 CHF | 95.23% | 95.23% |
03.05.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'217 CHF | 52'406 CHF | 99.28% | 99.28% |
02.05.2024 | 1.94% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 153'671 CHF | 52'224 CHF | 99.05% | 99.05% |
30.04.2024 | 1.76% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 169'267 CHF | 57'422 CHF | 98.03% | 98.03% |
29.04.2024 | 1.62% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 183'745 CHF | 62'248 CHF | 96.38% | 96.38% |
26.04.2024 | 1.53% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 195'064 CHF | 66'022 CHF | 97.32% | 97.32% |
25.04.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 265'130 CHF | 89'377 CHF | 97.74% | 97.74% |
24.04.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 264'703 CHF | 89'234 CHF | 99.33% | 99.33% |