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 | 2.36% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 83'607 CHF | 85'607 CHF | 100.00% | 100.00% |
06.05.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 81'784 CHF | 83'784 CHF | 100.00% | 100.00% |
03.05.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 72'096 CHF | 74'096 CHF | 98.73% | 98.73% |
02.05.2024 | 2.96% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 66'687 CHF | 68'687 CHF | 100.00% | 100.00% |
30.04.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 75'390 CHF | 77'390 CHF | 100.00% | 100.00% |
29.04.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 199'955 | 199'955 | 90'042 CHF | 92'042 CHF | 99.99% | 99.99% |
26.04.2024 | 1.97% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 100'525 CHF | 102'525 CHF | 99.54% | 99.54% |
25.04.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 93'924 CHF | 95'924 CHF | 99.91% | 99.91% |
24.04.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 199'946 | 199'946 | 92'137 CHF | 94'137 CHF | 100.00% | 100.00% |
23.04.2024 | 2.26% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 199'937 | 199'937 | 87'774 CHF | 89'774 CHF | 100.00% | 100.00% |