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 | 4.36% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 141'357 | 85'442 | 58'117 CHF | 35'613 CHF | 94.61% | 94.61% |
07.05.2024 | 3.88% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 129'720 | 83'912 | 62'357 CHF | 41'949 CHF | 98.87% | 98.87% |
06.05.2024 | 3.94% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 129'578 | 83'670 | 61'054 CHF | 40'889 CHF | 99.59% | 99.59% |
03.05.2024 | 4.14% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 137'164 | 83'990 | 61'091 CHF | 39'041 CHF | 98.08% | 98.08% |
02.05.2024 | 4.17% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 137'026 | 83'620 | 59'923 CHF | 37'403 CHF | 99.67% | 99.67% |
30.04.2024 | 3.73% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 124'778 | 83'633 | 61'081 CHF | 41'948 CHF | 99.68% | 99.68% |
29.04.2024 | 3.38% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 119'246 | 83'824 | 63'703 CHF | 45'408 CHF | 99.11% | 99.11% |
26.04.2024 | 3.18% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 111'189 | 82'282 | 63'952 CHF | 47'573 CHF | 69.30% | 69.30% |
25.04.2024 | 2.31% | 0.82 CHF | 0.83 CHF | 200'000 | 200'000 | 97'481 | 82'759 | 79'456 CHF | 68'819 CHF | 98.49% | 98.49% |
24.04.2024 | 2.28% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 98'798 | 84'091 | 80'889 CHF | 70'378 CHF | 97.76% | 97.76% |