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 | 1.75% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 255'388 CHF | 86'629 CHF | 98.41% | 98.41% |
06.05.2024 | 1.81% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 246'267 CHF | 83'589 CHF | 96.88% | 96.88% |
03.05.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 256'271 CHF | 86'924 CHF | 98.86% | 98.86% |
02.05.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 253'146 CHF | 85'882 CHF | 99.28% | 99.28% |
30.04.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 245'613 CHF | 83'371 CHF | 99.19% | 99.19% |
29.04.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'489 CHF | 81'996 CHF | 99.27% | 99.27% |
26.04.2024 | 1.93% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 231'579 CHF | 78'693 CHF | 99.65% | 99.65% |
25.04.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 279'809 CHF | 95'270 CHF | 99.57% | 99.57% |
24.04.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 189'468 CHF | 65'156 CHF | 99.61% | 99.61% |
23.04.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 185'932 CHF | 63'977 CHF | 99.38% | 99.38% |