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 | 1.26% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 472'893 CHF | 159'631 CHF | 99.21% | 99.21% |
07.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 468'155 CHF | 158'052 CHF | 99.13% | 99.13% |
06.05.2024 | 1.44% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 414'896 CHF | 140'299 CHF | 99.18% | 99.18% |
03.05.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 388'994 CHF | 131'665 CHF | 98.99% | 98.99% |
02.05.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 377'119 CHF | 127'706 CHF | 99.14% | 99.14% |
30.04.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 375'274 CHF | 127'091 CHF | 99.02% | 99.02% |
29.04.2024 | 1.44% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 415'126 CHF | 140'375 CHF | 98.15% | 98.15% |
26.04.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 557'529 CHF | 187'843 CHF | 99.19% | 99.19% |
25.04.2024 | 1.30% | 0.93 CHF | 0.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 466'920 CHF | 157'640 CHF | 98.16% | 98.16% |
24.04.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 413'485 CHF | 139'828 CHF | 99.20% | 99.20% |