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 | 1.75% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 464'216 | 154'739 | 262'905 CHF | 89'183 CHF | 97.18% | 97.18% |
07.05.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'003 CHF | 89'834 CHF | 98.65% | 98.65% |
06.05.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 592'383 | 197'461 | 323'251 CHF | 109'725 CHF | 97.86% | 97.86% |
03.05.2024 | 1.99% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 298'721 CHF | 101'574 CHF | 97.92% | 97.92% |
02.05.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 290'299 CHF | 98'767 CHF | 98.16% | 98.16% |
30.04.2024 | 1.94% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 305'604 CHF | 103'868 CHF | 98.22% | 98.22% |
29.04.2024 | 1.81% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 477'873 | 159'291 | 260'945 CHF | 88'574 CHF | 97.78% | 97.78% |
26.04.2024 | 1.60% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 451'308 | 150'436 | 280'905 CHF | 95'140 CHF | 99.41% | 99.41% |
25.04.2024 | 1.91% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 311'609 CHF | 105'870 CHF | 99.18% | 99.18% |
24.04.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 355'468 CHF | 120'489 CHF | 99.25% | 99.25% |