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 | 3.89% | 0.26 CHF | 0.27 CHF | 350'000 | 350'000 | 369'184 | 369'182 | 92'939 CHF | 96'630 CHF | 100.00% | 100.00% |
07.05.2024 | 4.46% | 0.24 CHF | 0.25 CHF | 375'000 | 375'000 | 393'497 | 393'497 | 86'379 CHF | 90'314 CHF | 100.00% | 100.00% |
06.05.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 425'000 | 425'000 | 428'479 | 428'479 | 81'327 CHF | 85'612 CHF | 100.00% | 100.00% |
03.05.2024 | 5.64% | 0.17 CHF | 0.18 CHF | 450'000 | 450'000 | 454'123 | 454'123 | 78'311 CHF | 82'852 CHF | 97.86% | 97.86% |
02.05.2024 | 5.65% | 0.16 CHF | 0.17 CHF | 475'000 | 475'000 | 458'996 | 458'995 | 79'055 CHF | 83'645 CHF | 100.00% | 100.00% |
30.04.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 450'000 | 450'000 | 441'768 | 441'767 | 82'994 CHF | 87'411 CHF | 100.00% | 100.00% |
29.04.2024 | 4.79% | 0.19 CHF | 0.20 CHF | 425'000 | 425'000 | 425'000 | 425'000 | 86'696 CHF | 90'946 CHF | 100.00% | 100.00% |
26.04.2024 | 5.06% | 0.20 CHF | 0.21 CHF | 425'000 | 425'000 | 443'055 | 443'055 | 85'303 CHF | 89'734 CHF | 99.78% | 99.78% |
25.04.2024 | 5.26% | 0.18 CHF | 0.19 CHF | 475'000 | 475'000 | 455'951 | 455'950 | 84'531 CHF | 89'090 CHF | 100.00% | 100.00% |
24.04.2024 | 4.37% | 0.21 CHF | 0.22 CHF | 425'000 | 425'000 | 402'810 | 402'799 | 90'254 CHF | 94'279 CHF | 100.00% | 100.00% |