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 | 3.06% | 0.33 CHF | 0.34 CHF | 400'000 | 400'000 | 399'575 | 399'575 | 129'045 CHF | 133'045 CHF | 100.00% | 100.00% |
06.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 390'000 | 390'000 | 390'000 | 390'000 | 133'100 CHF | 137'000 CHF | 100.00% | 100.00% |
03.05.2024 | 2.96% | 0.35 CHF | 0.36 CHF | 420'000 | 420'000 | 420'000 | 420'000 | 140'064 CHF | 144'264 CHF | 98.77% | 98.77% |
02.05.2024 | 3.40% | 0.28 CHF | 0.30 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 130'182 CHF | 134'682 CHF | 99.99% | 99.99% |
30.04.2024 | 3.47% | 0.26 CHF | 0.27 CHF | 410'000 | 410'000 | 410'000 | 410'000 | 116'312 CHF | 120'412 CHF | 99.77% | 99.77% |
29.04.2024 | 3.31% | 0.31 CHF | 0.32 CHF | 430'000 | 430'000 | 429'839 | 429'839 | 127'639 CHF | 131'939 CHF | 99.99% | 99.99% |
26.04.2024 | 3.33% | 0.28 CHF | 0.28 CHF | 420'000 | 420'000 | 420'000 | 420'000 | 124'094 CHF | 128'294 CHF | 99.34% | 99.34% |
25.04.2024 | 3.42% | 0.29 CHF | 0.30 CHF | 440'000 | 440'000 | 440'000 | 440'000 | 126'552 CHF | 130'952 CHF | 99.90% | 99.90% |
24.04.2024 | 3.43% | 0.28 CHF | 0.30 CHF | 420'000 | 420'000 | 419'995 | 419'995 | 120'280 CHF | 124'480 CHF | 99.60% | 99.60% |
23.04.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 420'000 | 420'000 | 420'000 | 420'000 | 128'942 CHF | 133'142 CHF | 99.13% | 99.13% |