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 | 2.19% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 203'616 CHF | 69'372 CHF | 95.38% | 95.38% |
07.05.2024 | 2.16% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 206'112 CHF | 70'204 CHF | 96.80% | 96.80% |
06.05.2024 | 2.53% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 542'795 | 180'932 | 211'468 CHF | 72'299 CHF | 88.96% | 88.96% |
03.05.2024 | 2.38% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 506'984 | 168'995 | 209'489 CHF | 71'520 CHF | 86.66% | 86.66% |
02.05.2024 | 2.32% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'737 | 150'246 | 192'394 CHF | 65'634 CHF | 98.24% | 98.24% |
30.04.2024 | 2.91% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 205'514 CHF | 70'505 CHF | 97.89% | 97.89% |
29.04.2024 | 2.61% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 543'215 | 181'072 | 205'224 CHF | 70'219 CHF | 93.36% | 93.36% |
26.04.2024 | 2.18% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 204'531 CHF | 69'677 CHF | 95.64% | 95.64% |
25.04.2024 | 2.48% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 593'599 | 197'866 | 236'896 CHF | 80'944 CHF | 96.10% | 96.10% |
24.04.2024 | 2.61% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 226'929 CHF | 77'643 CHF | 90.64% | 90.64% |