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 | 2.76% | 0.35 CHF | 0.36 CHF | 420'000 | 420'000 | 420'000 | 420'000 | 150'450 CHF | 154'650 CHF | 96.89% | 96.89% |
07.05.2024 | 1.93% | 0.42 CHF | 0.43 CHF | 330'000 | 330'000 | 329'804 | 329'804 | 170'355 CHF | 173'655 CHF | 99.46% | 99.46% |
06.05.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 214'066 CHF | 217'166 CHF | 100.00% | 100.00% |
03.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 244'747 CHF | 247'747 CHF | 99.91% | 99.91% |
02.05.2024 | 1.17% | 0.93 CHF | 0.94 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 273'598 CHF | 276'798 CHF | 99.66% | 99.66% |
30.04.2024 | 1.30% | 0.83 CHF | 0.84 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 253'053 CHF | 256'353 CHF | 100.00% | 100.00% |
29.04.2024 | 1.40% | 0.75 CHF | 0.76 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 249'060 CHF | 252'560 CHF | 99.70% | 99.70% |
26.04.2024 | 1.25% | 0.74 CHF | 0.75 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 254'083 CHF | 257'283 CHF | 98.85% | 98.85% |
25.04.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 309'606 CHF | 313'206 CHF | 99.55% | 99.55% |
24.04.2024 | 1.54% | 0.71 CHF | 0.72 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 257'700 CHF | 261'700 CHF | 100.00% | 100.00% |