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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 6.45% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 185'657 | 83'717 | 52'271 CHF | 24'920 CHF | 96.06% | 96.06% |
08.05.2024 | 6.09% | 0.25 CHF | 0.26 CHF | 210'000 | 200'000 | 176'878 | 85'434 | 51'615 CHF | 25'194 CHF | 94.57% | 94.57% |
07.05.2024 | 5.17% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 160'441 | 83'898 | 57'372 CHF | 31'728 CHF | 98.84% | 98.84% |
06.05.2024 | 5.28% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 160'871 | 83'650 | 56'154 CHF | 30'729 CHF | 99.55% | 99.55% |
03.05.2024 | 5.66% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 171'070 | 83'994 | 55'187 CHF | 28'846 CHF | 98.06% | 98.06% |
02.05.2024 | 5.71% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 168'528 | 83'629 | 53'365 CHF | 27'178 CHF | 99.67% | 99.67% |
30.04.2024 | 4.92% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 151'980 | 83'599 | 56'036 CHF | 31'698 CHF | 99.64% | 99.64% |
29.04.2024 | 4.34% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 137'478 | 83'814 | 57'021 CHF | 35'166 CHF | 99.09% | 99.09% |
26.04.2024 | 3.98% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 127'036 | 82'298 | 58'162 CHF | 37'528 CHF | 69.26% | 69.26% |
25.04.2024 | 2.71% | 0.70 CHF | 0.71 CHF | 200'000 | 200'000 | 105'385 | 82'780 | 72'968 CHF | 58'715 CHF | 98.50% | 98.50% |