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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 123'431 CHF | 125'331 CHF | 99.09% | 99.09% |
07.05.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 190'000 | 190'000 | 183'832 | 183'832 | 131'623 CHF | 133'463 CHF | 99.93% | 99.93% |
06.05.2024 | 2.05% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 96'780 CHF | 98'780 CHF | 100.00% | 100.00% |
03.05.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'097 | 200'097 | 90'620 CHF | 92'621 CHF | 100.00% | 100.00% |
02.05.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 210'000 | 210'000 | 208'712 | 208'712 | 91'332 CHF | 93'419 CHF | 100.00% | 100.00% |
30.04.2024 | 2.18% | 0.43 CHF | 0.44 CHF | 210'000 | 210'000 | 201'938 | 201'938 | 91'730 CHF | 93'750 CHF | 100.00% | 100.00% |
29.04.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 93'624 CHF | 95'624 CHF | 100.00% | 100.00% |
26.04.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 90'769 CHF | 92'769 CHF | 99.58% | 99.58% |
25.04.2024 | 2.11% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 93'663 CHF | 95'663 CHF | 99.99% | 99.99% |
24.04.2024 | 2.04% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 198'580 | 198'580 | 96'584 CHF | 98'571 CHF | 99.92% | 99.92% |