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 | 3.26% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 181'242 CHF | 62'414 CHF | 98.01% | 98.01% |
06.05.2024 | 3.41% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 173'114 CHF | 59'705 CHF | 97.17% | 97.17% |
03.05.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 185'358 CHF | 63'786 CHF | 98.16% | 98.16% |
02.05.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 182'043 CHF | 62'681 CHF | 99.24% | 99.24% |
30.04.2024 | 3.37% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 175'225 CHF | 60'408 CHF | 99.22% | 99.22% |
29.04.2024 | 3.45% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 170'986 CHF | 58'995 CHF | 99.29% | 99.29% |
26.04.2024 | 3.66% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 161'208 CHF | 55'736 CHF | 99.52% | 99.52% |
25.04.2024 | 4.14% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 177'465 CHF | 61'655 CHF | 99.48% | 99.48% |
24.04.2024 | 6.81% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 999'522 | 399'522 | 141'973 CHF | 60'741 CHF | 99.59% | 99.59% |
23.04.2024 | 6.97% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 997'807 | 397'807 | 138'322 CHF | 59'110 CHF | 99.41% | 99.41% |