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 | 3.74% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 80'183 CHF | 27'728 CHF | 99.05% | 99.05% |
07.05.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 98'950 CHF | 33'983 CHF | 97.14% | 97.14% |
06.05.2024 | 3.06% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 96'486 CHF | 33'162 CHF | 95.23% | 95.23% |
03.05.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 88'762 CHF | 30'587 CHF | 99.29% | 99.29% |
02.05.2024 | 3.38% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 87'570 CHF | 30'190 CHF | 99.06% | 99.06% |
30.04.2024 | 2.87% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 103'153 CHF | 35'384 CHF | 98.03% | 98.03% |
29.04.2024 | 2.53% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 117'739 CHF | 40'246 CHF | 96.39% | 96.39% |
26.04.2024 | 2.33% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 129'021 CHF | 44'007 CHF | 97.32% | 97.32% |
25.04.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 199'191 CHF | 67'397 CHF | 97.75% | 97.75% |
24.04.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 198'713 CHF | 67'238 CHF | 99.33% | 99.33% |