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 | 3.94% | 0.26 CHF | 0.27 CHF | 340'000 | 340'000 | 339'825 | 339'825 | 84'609 CHF | 88'009 CHF | 99.95% | 99.95% |
06.05.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 340'000 | 340'000 | 330'581 | 330'581 | 83'140 CHF | 86'445 CHF | 100.00% | 100.00% |
03.05.2024 | 3.90% | 0.26 CHF | 0.27 CHF | 340'000 | 340'000 | 340'053 | 340'053 | 85'482 CHF | 88'882 CHF | 100.00% | 100.00% |
02.05.2024 | 4.00% | 0.23 CHF | 0.24 CHF | 360'000 | 360'000 | 354'934 | 354'934 | 87'011 CHF | 90'560 CHF | 98.50% | 98.50% |
30.04.2024 | 4.15% | 0.23 CHF | 0.24 CHF | 330'000 | 330'000 | 330'291 | 330'291 | 77'966 CHF | 81'269 CHF | 100.00% | 100.00% |
29.04.2024 | 3.67% | 0.26 CHF | 0.27 CHF | 320'000 | 320'000 | 313'256 | 313'256 | 83'910 CHF | 87'043 CHF | 100.00% | 100.00% |
26.04.2024 | 3.73% | 0.28 CHF | 0.29 CHF | 340'000 | 340'000 | 340'028 | 340'028 | 89'508 CHF | 92'908 CHF | 99.42% | 99.42% |
25.04.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 81'926 CHF | 85'226 CHF | 99.68% | 99.68% |
24.04.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 320'000 | 320'000 | 319'982 | 319'982 | 85'883 CHF | 89'083 CHF | 99.28% | 99.28% |
23.04.2024 | 3.73% | 0.28 CHF | 0.29 CHF | 360'000 | 360'000 | 360'138 | 360'138 | 95'030 CHF | 98'631 CHF | 100.00% | 100.00% |