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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 1.94% | 0.53 CHF | 0.54 CHF | 750'000 | 100'000 | 755'323 | 100'000 | 386'030 CHF | 52'123 CHF | 99.17% | 99.17% |
08.05.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 391'489 CHF | 44'499 CHF | 99.17% | 99.17% |
07.05.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 402'691 CHF | 45'743 CHF | 97.94% | 97.94% |
06.05.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 368'413 CHF | 41'935 CHF | 99.17% | 99.17% |
03.05.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 362'133 CHF | 41'237 CHF | 99.16% | 99.16% |
02.05.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 360'660 CHF | 41'073 CHF | 99.15% | 99.15% |
30.04.2024 | 2.35% | 0.40 CHF | 0.41 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 379'671 CHF | 43'186 CHF | 99.17% | 99.17% |
29.04.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 360'170 CHF | 41'019 CHF | 99.17% | 99.17% |
26.04.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 367'832 CHF | 41'870 CHF | 99.16% | 99.16% |
25.04.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 322'303 CHF | 36'812 CHF | 98.11% | 98.11% |