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 | 1.15% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 387'450 CHF | 130'650 CHF | 95.28% | 95.28% |
07.05.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 389'098 CHF | 131'199 CHF | 96.81% | 96.81% |
06.05.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 354'433 CHF | 119'644 CHF | 88.95% | 88.95% |
03.05.2024 | 1.22% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'046 CHF | 123'849 CHF | 86.72% | 86.72% |
02.05.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 370'248 CHF | 124'916 CHF | 98.24% | 98.24% |
30.04.2024 | 1.37% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 326'284 CHF | 110'261 CHF | 97.94% | 97.94% |
29.04.2024 | 1.30% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 345'506 CHF | 116'669 CHF | 93.38% | 93.38% |
26.04.2024 | 1.18% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 378'764 CHF | 127'755 CHF | 95.64% | 95.64% |
25.04.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 466'819 | 155'606 | 365'334 CHF | 123'334 CHF | 96.05% | 96.05% |
24.04.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 484'620 | 161'540 | 366'972 CHF | 123'939 CHF | 90.51% | 90.51% |