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 | 5.44% | 0.18 CHF | 0.19 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 60'867 CHF | 64'267 CHF | 98.61% | 98.61% |
07.05.2024 | 6.04% | 0.18 CHF | 0.19 CHF | 340'000 | 340'000 | 339'721 | 339'721 | 54'676 CHF | 58'076 CHF | 99.88% | 99.88% |
06.05.2024 | 6.76% | 0.15 CHF | 0.16 CHF | 340'000 | 340'000 | 340'583 | 340'583 | 48'737 CHF | 52'143 CHF | 100.00% | 100.00% |
03.05.2024 | 8.28% | 0.13 CHF | 0.14 CHF | 350'000 | 350'000 | 348'969 | 348'933 | 40'848 CHF | 44'333 CHF | 99.99% | 99.99% |
02.05.2024 | 6.82% | 0.10 CHF | 0.11 CHF | 350'000 | 350'000 | 342'864 | 342'896 | 49'400 CHF | 52'832 CHF | 98.53% | 98.53% |
30.04.2024 | 6.03% | 0.17 CHF | 0.18 CHF | 340'000 | 340'000 | 339'726 | 339'726 | 54'727 CHF | 58'127 CHF | 100.00% | 100.00% |
29.04.2024 | 5.26% | 0.18 CHF | 0.19 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 62'990 CHF | 66'390 CHF | 100.00% | 100.00% |
26.04.2024 | 5.94% | 0.17 CHF | 0.18 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 55'559 CHF | 58'959 CHF | 98.85% | 98.85% |
25.04.2024 | 5.85% | 0.16 CHF | 0.17 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 56'529 CHF | 59'929 CHF | 99.70% | 99.70% |
24.04.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 340'000 | 340'000 | 339'183 | 339'183 | 64'635 CHF | 68'027 CHF | 99.31% | 99.31% |