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 | 4.61% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 159'143 CHF | 55'548 CHF | 99.41% | 99.41% |
06.05.2024 | 4.43% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 165'711 CHF | 57'737 CHF | 99.40% | 99.40% |
03.05.2024 | 4.21% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 749'809 | 249'936 | 174'446 CHF | 60'648 CHF | 99.25% | 99.25% |
02.05.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 728'640 | 242'880 | 172'743 CHF | 60'010 CHF | 99.33% | 99.33% |
30.04.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 601'942 | 200'647 | 156'546 CHF | 54'189 CHF | 99.35% | 99.35% |
29.04.2024 | 3.87% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 678'119 | 226'040 | 171'438 CHF | 59'406 CHF | 99.36% | 99.36% |
26.04.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 171'804 CHF | 59'768 CHF | 99.55% | 99.55% |
25.04.2024 | 3.90% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'489 | 250'163 | 189'091 CHF | 65'532 CHF | 97.42% | 97.42% |
24.04.2024 | 4.83% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 867'227 | 289'076 | 175'371 CHF | 61'348 CHF | 99.58% | 99.58% |
23.04.2024 | 5.09% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 172'361 CHF | 60'454 CHF | 99.56% | 99.56% |