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 | 4.91% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 151'349 | 85'439 | 55'024 CHF | 31'482 CHF | 94.62% | 94.62% |
07.05.2024 | 4.30% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 137'529 | 83'913 | 59'423 CHF | 37'899 CHF | 98.88% | 98.88% |
06.05.2024 | 4.38% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 139'116 | 83'671 | 58'809 CHF | 36'864 CHF | 99.59% | 99.59% |
03.05.2024 | 4.63% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 146'615 | 83'992 | 58'181 CHF | 35'000 CHF | 98.09% | 98.09% |
02.05.2024 | 4.67% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 145'323 | 83'638 | 56'582 CHF | 33'356 CHF | 99.69% | 99.69% |
30.04.2024 | 4.13% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 133'625 | 83'621 | 59'003 CHF | 37'881 CHF | 99.67% | 99.67% |
29.04.2024 | 3.71% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 122'565 | 83'823 | 59'607 CHF | 41'346 CHF | 99.11% | 99.11% |
26.04.2024 | 3.46% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 114'118 | 82'272 | 60'229 CHF | 43'582 CHF | 69.32% | 69.32% |
25.04.2024 | 2.46% | 0.77 CHF | 0.78 CHF | 200'000 | 200'000 | 97'509 | 82'791 | 74'752 CHF | 64'830 CHF | 98.52% | 98.52% |
24.04.2024 | 2.43% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 98'799 | 84'092 | 76'104 CHF | 66'306 CHF | 97.76% | 97.76% |