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 | 1.37% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 325'555 CHF | 110'018 CHF | 97.06% | 97.06% |
07.05.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 335'325 CHF | 113'275 CHF | 99.00% | 99.00% |
06.05.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 316'630 CHF | 107'043 CHF | 98.03% | 98.03% |
03.05.2024 | 1.53% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'398 CHF | 98'966 CHF | 95.93% | 95.93% |
02.05.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'284 CHF | 96'595 CHF | 98.17% | 98.17% |
30.04.2024 | 1.50% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 298'195 CHF | 100'898 CHF | 98.27% | 98.27% |
29.04.2024 | 1.41% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 316'365 CHF | 106'955 CHF | 99.09% | 99.09% |
26.04.2024 | 1.28% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 348'335 CHF | 117'612 CHF | 99.39% | 99.39% |
25.04.2024 | 1.49% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 483'384 | 161'128 | 320'959 CHF | 108'598 CHF | 99.20% | 99.20% |
24.04.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 336'906 CHF | 113'802 CHF | 99.10% | 99.10% |