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 | 2.35% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 189'581 CHF | 64'694 CHF | 99.15% | 99.15% |
08.05.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 257'264 CHF | 87'255 CHF | 98.90% | 98.90% |
07.05.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 237'606 CHF | 80'702 CHF | 98.74% | 98.74% |
06.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 247'517 CHF | 84'006 CHF | 99.16% | 99.16% |
03.05.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 251'721 CHF | 85'407 CHF | 98.90% | 98.90% |
02.05.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'058 CHF | 90'853 CHF | 99.16% | 99.16% |
30.04.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'461 CHF | 90'987 CHF | 98.77% | 98.77% |
29.04.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'383 CHF | 98'961 CHF | 97.38% | 97.38% |
26.04.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 304'864 CHF | 103'121 CHF | 99.08% | 99.08% |
25.04.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 320'892 CHF | 108'464 CHF | 98.93% | 98.93% |