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 | 3.70% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 125'319 | 85'440 | 60'875 CHF | 42'153 CHF | 94.61% | 94.61% |
07.05.2024 | 3.35% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 121'398 | 83'912 | 67'690 CHF | 48'362 CHF | 98.87% | 98.87% |
06.05.2024 | 3.40% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 121'752 | 83'668 | 66'684 CHF | 47'273 CHF | 99.58% | 99.58% |
03.05.2024 | 3.54% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 122'069 | 83'997 | 63'790 CHF | 45'455 CHF | 98.09% | 98.09% |
02.05.2024 | 3.56% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 121'721 | 83'619 | 62'457 CHF | 43'831 CHF | 99.67% | 99.67% |
30.04.2024 | 3.24% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 114'283 | 83'623 | 64'671 CHF | 48'374 CHF | 99.67% | 99.67% |
29.04.2024 | 2.97% | 0.59 CHF | 0.60 CHF | 200'000 | 200'000 | 106'931 | 83'824 | 65'091 CHF | 51'837 CHF | 99.11% | 99.11% |
26.04.2024 | 2.83% | 0.62 CHF | 0.63 CHF | 200'000 | 200'000 | 103'647 | 82'275 | 67'285 CHF | 53'882 CHF | 69.31% | 69.31% |
25.04.2024 | 2.11% | 0.89 CHF | 0.90 CHF | 200'000 | 200'000 | 89'612 | 82'777 | 79'975 CHF | 75'193 CHF | 98.51% | 98.51% |
24.04.2024 | 2.09% | 0.90 CHF | 0.91 CHF | 200'000 | 200'000 | 91'014 | 84'091 | 81'635 CHF | 76'837 CHF | 97.76% | 97.76% |