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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 2.72% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 163'001 CHF | 55'834 CHF | 98.41% | 98.41% |
06.05.2024 | 2.87% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 154'779 CHF | 53'093 CHF | 96.83% | 96.83% |
03.05.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 164'464 CHF | 56'321 CHF | 98.14% | 98.14% |
02.05.2024 | 2.74% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'832 CHF | 55'444 CHF | 99.28% | 99.28% |
30.04.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 472'084 | 157'361 | 161'949 CHF | 55'557 CHF | 99.20% | 99.20% |
29.04.2024 | 2.94% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 522'261 | 174'087 | 174'694 CHF | 59'972 CHF | 99.27% | 99.27% |
26.04.2024 | 3.12% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 599'700 | 199'900 | 189'472 CHF | 65'156 CHF | 99.60% | 99.60% |
25.04.2024 | 3.56% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 165'712 CHF | 57'238 CHF | 99.51% | 99.51% |
24.04.2024 | 6.31% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 806'828 | 268'943 | 123'689 CHF | 43'919 CHF | 99.60% | 99.60% |
23.04.2024 | 6.53% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 851'132 | 283'711 | 126'137 CHF | 44'883 CHF | 99.41% | 99.41% |