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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 4.34% | 0.22 CHF | 0.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 45'133 CHF | 47'133 CHF | 100.00% | 100.00% |
06.05.2024 | 4.50% | 0.22 CHF | 0.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 43'530 CHF | 45'530 CHF | 100.00% | 100.00% |
03.05.2024 | 5.81% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 33'520 CHF | 35'520 CHF | 98.74% | 98.74% |
02.05.2024 | 6.11% | 0.18 CHF | 0.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 31'948 CHF | 33'948 CHF | 99.98% | 99.98% |
30.04.2024 | 5.00% | 0.18 CHF | 0.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 39'060 CHF | 41'060 CHF | 99.99% | 99.99% |
29.04.2024 | 3.63% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 199'968 | 199'968 | 54'113 CHF | 56'113 CHF | 100.00% | 100.00% |
26.04.2024 | 3.02% | 0.28 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 65'470 CHF | 67'470 CHF | 99.53% | 99.53% |
25.04.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 60'453 CHF | 62'453 CHF | 99.88% | 99.88% |
24.04.2024 | 3.28% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 199'947 | 199'947 | 60'104 CHF | 62'104 CHF | 100.00% | 100.00% |
23.04.2024 | 3.44% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 57'169 CHF | 59'169 CHF | 100.00% | 100.00% |