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 | 1.38% | 0.76 CHF | 0.77 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 324'524 CHF | 36'558 CHF | 99.17% | 99.17% |
08.05.2024 | 1.36% | 0.77 CHF | 0.78 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 329'880 CHF | 37'153 CHF | 99.17% | 99.17% |
07.05.2024 | 1.31% | 0.72 CHF | 0.73 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 340'830 CHF | 38'370 CHF | 97.94% | 97.94% |
06.05.2024 | 1.49% | 0.70 CHF | 0.71 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 299'025 CHF | 33'725 CHF | 99.17% | 99.17% |
03.05.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 287'660 CHF | 32'462 CHF | 99.16% | 99.16% |
02.05.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 281'536 CHF | 31'782 CHF | 99.15% | 99.15% |
30.04.2024 | 1.49% | 0.61 CHF | 0.62 CHF | 450'000 | 50'000 | 449'989 | 50'000 | 300'770 CHF | 33'920 CHF | 99.17% | 99.17% |
29.04.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 277'797 CHF | 31'366 CHF | 99.17% | 99.17% |
26.04.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 450'000 | 50'000 | 449'989 | 50'000 | 284'306 CHF | 32'090 CHF | 99.16% | 99.16% |
25.04.2024 | 1.95% | 0.49 CHF | 0.50 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 229'084 CHF | 25'954 CHF | 98.10% | 98.10% |