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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 2.51% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 236'492 CHF | 80'831 CHF | 98.41% | 98.41% |
10.05.2024 | 2.93% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 599'989 | 200'000 | 201'911 CHF | 69'305 CHF | 95.39% | 95.39% |
08.05.2024 | 3.28% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 179'784 CHF | 61'928 CHF | 97.65% | 97.65% |
07.05.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 196'970 CHF | 67'657 CHF | 99.20% | 99.20% |
06.05.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 217'124 CHF | 74'375 CHF | 99.24% | 99.24% |
03.05.2024 | 2.81% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 599'999 | 200'000 | 210'596 CHF | 72'199 CHF | 98.23% | 98.23% |
02.05.2024 | 3.28% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 180'180 CHF | 62'060 CHF | 99.15% | 99.15% |
30.04.2024 | 3.78% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 155'859 CHF | 53'953 CHF | 99.19% | 99.19% |
29.04.2024 | 3.75% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 156'908 CHF | 54'303 CHF | 99.16% | 99.16% |
26.04.2024 | 3.55% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 166'136 CHF | 57'379 CHF | 94.82% | 94.82% |