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 | 3.11% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 116'355 | 85'438 | 67'488 CHF | 50'316 CHF | 94.61% | 94.61% |
07.05.2024 | 2.87% | 0.66 CHF | 0.67 CHF | 200'000 | 200'000 | 106'293 | 83'912 | 69'510 CHF | 56'357 CHF | 98.88% | 98.88% |
06.05.2024 | 2.90% | 0.63 CHF | 0.64 CHF | 200'000 | 200'000 | 106'103 | 83'668 | 68'262 CHF | 55'226 CHF | 99.58% | 99.58% |
03.05.2024 | 3.00% | 0.62 CHF | 0.63 CHF | 200'000 | 200'000 | 113'635 | 83'996 | 70'235 CHF | 53'438 CHF | 98.09% | 98.09% |
02.05.2024 | 3.02% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 113'450 | 83'637 | 68'988 CHF | 51'847 CHF | 99.69% | 99.69% |
30.04.2024 | 2.78% | 0.64 CHF | 0.65 CHF | 200'000 | 200'000 | 106'075 | 83'631 | 70'119 CHF | 56'389 CHF | 99.68% | 99.68% |
29.04.2024 | 2.58% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 98'409 | 83'824 | 69'134 CHF | 59'852 CHF | 99.11% | 99.11% |
26.04.2024 | 2.48% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 96'677 | 82'274 | 71'747 CHF | 61'752 CHF | 69.31% | 69.31% |
25.04.2024 | 1.91% | 0.99 CHF | 1.00 CHF | 200'000 | 200'000 | 89'616 | 82'781 | 88'552 CHF | 83'118 CHF | 98.51% | 98.51% |
24.04.2024 | 1.89% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 91'010 | 84'087 | 90'337 CHF | 84'877 CHF | 97.76% | 97.76% |