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 | 1.27% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 470'188 CHF | 158'729 CHF | 99.12% | 99.12% |
07.05.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 465'115 CHF | 157'038 CHF | 99.11% | 99.11% |
06.05.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 409'831 CHF | 138'610 CHF | 99.14% | 99.14% |
03.05.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 380'733 CHF | 128'911 CHF | 99.09% | 99.09% |
02.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 366'084 CHF | 124'028 CHF | 99.14% | 99.14% |
30.04.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 361'641 CHF | 122'547 CHF | 99.02% | 99.02% |
29.04.2024 | 1.48% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 404'117 CHF | 136'706 CHF | 98.19% | 98.19% |
26.04.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 553'311 CHF | 186'437 CHF | 99.15% | 99.15% |
25.04.2024 | 1.32% | 0.93 CHF | 0.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 459'679 CHF | 155'226 CHF | 98.11% | 98.11% |
24.04.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 403'237 CHF | 136'412 CHF | 99.26% | 99.26% |