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 | 1.28% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 464'406 CHF | 156'802 CHF | 96.85% | 96.85% |
06.05.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 426'402 CHF | 144'134 CHF | 88.93% | 88.93% |
03.05.2024 | 1.35% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 440'973 CHF | 148'991 CHF | 86.73% | 86.73% |
02.05.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 445'129 CHF | 150'376 CHF | 98.23% | 98.23% |
30.04.2024 | 1.51% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 395'484 CHF | 133'828 CHF | 97.95% | 97.95% |
29.04.2024 | 1.44% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 414'973 CHF | 140'324 CHF | 93.38% | 93.38% |
26.04.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 451'874 CHF | 152'625 CHF | 95.73% | 95.73% |
25.04.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 422'847 CHF | 142'949 CHF | 96.11% | 96.11% |
24.04.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 409'873 CHF | 138'624 CHF | 90.66% | 90.66% |
23.04.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 392'919 CHF | 132'973 CHF | 95.92% | 95.92% |