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 | 2.50% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 237'302 CHF | 81'101 CHF | 99.12% | 99.12% |
07.05.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 232'496 CHF | 79'499 CHF | 99.12% | 99.12% |
06.05.2024 | 3.28% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 180'975 CHF | 62'325 CHF | 99.18% | 99.18% |
03.05.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 613'125 | 204'375 | 157'660 CHF | 54'597 CHF | 99.00% | 99.00% |
02.05.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 144'361 CHF | 50'121 CHF | 99.12% | 99.12% |
30.04.2024 | 4.07% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 602'131 | 200'710 | 145'049 CHF | 50'357 CHF | 99.06% | 99.06% |
29.04.2024 | 3.26% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'793 | 200'264 | 184'301 CHF | 63'436 CHF | 98.21% | 98.21% |
26.04.2024 | 1.85% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 322'029 CHF | 109'343 CHF | 99.16% | 99.16% |
25.04.2024 | 2.72% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 654'988 | 218'329 | 248'318 CHF | 84'956 CHF | 98.18% | 98.18% |
24.04.2024 | 3.24% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 228'069 CHF | 78'523 CHF | 99.19% | 99.19% |