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 | 3.97% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 130'660 | 83'717 | 60'430 CHF | 40'052 CHF | 96.06% | 96.06% |
08.05.2024 | 3.83% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 128'074 | 85'434 | 59'991 CHF | 40'655 CHF | 94.58% | 94.58% |
07.05.2024 | 3.46% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 121'903 | 83'899 | 65'836 CHF | 46'884 CHF | 98.84% | 98.84% |
06.05.2024 | 3.51% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 121'744 | 83'654 | 64'552 CHF | 45'801 CHF | 99.56% | 99.56% |
03.05.2024 | 3.66% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 127'540 | 83'990 | 64'347 CHF | 43'978 CHF | 98.07% | 98.07% |
02.05.2024 | 3.69% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 122'405 | 83'624 | 60'647 CHF | 42'357 CHF | 99.66% | 99.66% |
30.04.2024 | 3.34% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 116'727 | 83'607 | 63'983 CHF | 46'886 CHF | 99.64% | 99.64% |
29.04.2024 | 3.06% | 0.57 CHF | 0.58 CHF | 200'000 | 200'000 | 114'030 | 83'811 | 67'567 CHF | 50'356 CHF | 99.08% | 99.08% |
26.04.2024 | 2.90% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 104'647 | 82'302 | 66'159 CHF | 52'450 CHF | 69.25% | 69.25% |
25.04.2024 | 2.15% | 0.88 CHF | 0.89 CHF | 200'000 | 200'000 | 89'614 | 82'778 | 78'394 CHF | 73'733 CHF | 98.49% | 98.49% |