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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 600'000 | 125'000 | 600'000 | 125'000 | 347'383 CHF | 73'622 CHF | 97.92% | 97.92% |
06.05.2024 | 1.69% | 0.56 CHF | 0.57 CHF | 600'000 | 125'000 | 600'000 | 125'000 | 351'657 CHF | 74'512 CHF | 99.17% | 99.17% |
03.05.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 600'000 | 125'000 | 600'000 | 125'000 | 352'683 CHF | 74'726 CHF | 99.13% | 99.13% |
02.05.2024 | 1.74% | 0.54 CHF | 0.55 CHF | 600'000 | 125'000 | 600'000 | 125'000 | 341'790 CHF | 72'456 CHF | 99.14% | 99.14% |
30.04.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 750'000 | 125'000 | 625'339 | 125'000 | 338'890 CHF | 69'166 CHF | 99.16% | 99.16% |
29.04.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 600'000 | 125'000 | 600'000 | 125'000 | 378'446 CHF | 80'093 CHF | 99.17% | 99.17% |
26.04.2024 | 1.60% | 0.66 CHF | 0.67 CHF | 600'000 | 125'000 | 600'000 | 125'000 | 371'883 CHF | 78'726 CHF | 99.15% | 99.15% |
25.04.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 600'000 | 125'000 | 612'209 | 125'000 | 352'632 CHF | 73'332 CHF | 97.42% | 97.42% |
24.04.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 600'000 | 125'000 | 600'000 | 124'995 | 380'605 CHF | 80'540 CHF | 98.80% | 98.80% |
23.04.2024 | 1.60% | 0.67 CHF | 0.68 CHF | 600'000 | 125'000 | 601'691 | 125'000 | 374'783 CHF | 79'140 CHF | 99.17% | 99.17% |