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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 174'270 CHF | 59'090 CHF | 98.55% | 98.55% |
10.05.2024 | 1.79% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 166'238 CHF | 56'413 CHF | 99.54% | 99.54% |
08.05.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 159'174 CHF | 54'058 CHF | 99.56% | 99.56% |
07.05.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'574 CHF | 52'525 CHF | 99.40% | 99.40% |
06.05.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 328'136 | 109'379 | 164'060 CHF | 55'781 CHF | 99.57% | 99.57% |
03.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 449'009 | 149'670 | 219'108 CHF | 74'533 CHF | 99.36% | 99.36% |
02.05.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 225'255 CHF | 76'585 CHF | 99.59% | 99.59% |
30.04.2024 | 1.97% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 443'819 | 147'940 | 223'079 CHF | 75'839 CHF | 93.10% | 93.10% |
29.04.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 218'033 CHF | 74'178 CHF | 99.57% | 99.57% |
26.04.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 216'846 CHF | 73'782 CHF | 99.54% | 99.54% |