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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 3.58% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 601'099 | 200'366 | 165'321 CHF | 57'111 CHF | 98.81% | 98.81% |
08.05.2024 | 3.24% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 182'486 CHF | 62'829 CHF | 98.79% | 98.79% |
07.05.2024 | 3.16% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 186'703 CHF | 64'234 CHF | 99.15% | 99.15% |
06.05.2024 | 3.37% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 175'181 CHF | 60'394 CHF | 98.79% | 98.79% |
03.05.2024 | 3.61% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 681'901 | 227'300 | 185'037 CHF | 63'952 CHF | 99.08% | 99.08% |
02.05.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 737'817 | 245'939 | 202'280 CHF | 69'886 CHF | 98.86% | 98.86% |
30.04.2024 | 3.20% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 184'445 CHF | 63'482 CHF | 98.81% | 98.81% |
29.04.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 683'395 | 227'798 | 194'044 CHF | 66'959 CHF | 98.85% | 98.85% |
26.04.2024 | 3.72% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 198'205 CHF | 68'568 CHF | 99.14% | 99.14% |
25.04.2024 | 3.64% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 668'242 | 222'747 | 180'050 CHF | 62'244 CHF | 98.97% | 98.97% |