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 | 4.79% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 122'648 CHF | 42'883 CHF | 98.91% | 98.91% |
07.05.2024 | 5.19% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 607'942 | 202'647 | 114'468 CHF | 40'183 CHF | 98.74% | 98.74% |
06.05.2024 | 4.63% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 126'896 CHF | 44'299 CHF | 99.15% | 99.15% |
03.05.2024 | 4.43% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 132'566 CHF | 46'189 CHF | 98.92% | 98.92% |
02.05.2024 | 3.94% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 149'452 CHF | 51'817 CHF | 99.01% | 99.01% |
30.04.2024 | 3.87% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 152'188 CHF | 52'730 CHF | 98.88% | 98.88% |
29.04.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 177'255 CHF | 61'085 CHF | 97.30% | 97.30% |
26.04.2024 | 3.10% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 191'060 CHF | 65'687 CHF | 99.05% | 99.05% |
25.04.2024 | 2.84% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 208'937 CHF | 71'646 CHF | 98.97% | 98.97% |
24.04.2024 | 3.28% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 180'497 CHF | 62'166 CHF | 99.19% | 99.19% |