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 | 1.93% | 0.48 CHF | 0.49 CHF | 220'000 | 220'000 | 104'004 | 104'004 | 53'488 CHF | 54'530 CHF | 98.73% | 98.73% |
07.05.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 210'000 | 210'000 | 103'018 | 103'018 | 61'109 CHF | 62'141 CHF | 99.61% | 99.61% |
06.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 210'000 | 210'000 | 102'969 | 102'969 | 59'921 CHF | 60'952 CHF | 100.00% | 100.00% |
03.05.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 220'000 | 220'000 | 97'245 | 97'245 | 54'239 CHF | 55'213 CHF | 100.00% | 100.00% |
02.05.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 220'000 | 220'000 | 103'033 | 103'033 | 56'112 CHF | 57'143 CHF | 100.00% | 100.00% |
30.04.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 210'000 | 210'000 | 102'258 | 102'258 | 61'178 CHF | 62'203 CHF | 99.27% | 99.27% |
29.04.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 210'000 | 210'000 | 102'141 | 102'141 | 65'406 CHF | 66'429 CHF | 99.56% | 99.56% |
26.04.2024 | 2.21% | 0.65 CHF | 0.66 CHF | 210'000 | 210'000 | 71'722 | 71'722 | 46'281 CHF | 47'177 CHF | 99.25% | 99.25% |
25.04.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 190'000 | 190'000 | 92'866 | 92'866 | 86'016 CHF | 86'946 CHF | 100.00% | 100.00% |
24.04.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 190'000 | 190'000 | 93'200 | 93'200 | 86'662 CHF | 87'595 CHF | 99.91% | 99.91% |