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 | 4.66% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 94'631 CHF | 33'044 CHF | 99.36% | 99.36% |
07.05.2024 | 7.55% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 558'663 | 186'221 | 71'057 CHF | 25'548 CHF | 99.37% | 99.37% |
06.05.2024 | 6.85% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 523'479 | 174'493 | 73'583 CHF | 26'272 CHF | 99.33% | 99.33% |
03.05.2024 | 5.99% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 470'587 | 156'862 | 76'070 CHF | 26'925 CHF | 99.30% | 99.30% |
02.05.2024 | 5.74% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 490'233 | 163'411 | 82'775 CHF | 29'226 CHF | 99.37% | 99.37% |
30.04.2024 | 4.87% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 90'371 CHF | 31'624 CHF | 99.37% | 99.37% |
29.04.2024 | 5.15% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 545'886 | 181'962 | 103'084 CHF | 36'181 CHF | 99.37% | 99.37% |
26.04.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'167 | 200'056 | 96'871 CHF | 34'291 CHF | 99.57% | 99.57% |
25.04.2024 | 5.11% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 612'087 | 204'029 | 117'201 CHF | 41'107 CHF | 99.49% | 99.49% |
24.04.2024 | 7.03% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 773'720 | 257'907 | 106'454 CHF | 38'064 CHF | 99.62% | 99.62% |