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 | 2.11% | 0.47 CHF | 0.48 CHF | 750'000 | 250'000 | 735'210 | 245'070 | 344'141 CHF | 117'164 CHF | 95.36% | 95.36% |
07.05.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 746'998 | 248'999 | 352'010 CHF | 119'827 CHF | 96.86% | 96.86% |
06.05.2024 | 2.33% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 317'944 CHF | 108'481 CHF | 88.95% | 88.95% |
03.05.2024 | 2.24% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 332'231 CHF | 113'244 CHF | 86.70% | 86.70% |
02.05.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 335'918 CHF | 114'473 CHF | 98.23% | 98.23% |
30.04.2024 | 2.57% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 290'067 CHF | 99'189 CHF | 98.03% | 98.03% |
29.04.2024 | 2.40% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 310'156 CHF | 105'885 CHF | 93.41% | 93.41% |
26.04.2024 | 2.15% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 345'991 CHF | 117'830 CHF | 95.66% | 95.66% |
25.04.2024 | 2.34% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 317'941 CHF | 108'480 CHF | 96.13% | 96.13% |
24.04.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 306'562 CHF | 104'687 CHF | 90.80% | 90.80% |