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 | 2.07% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 215'562 CHF | 73'354 CHF | 98.41% | 98.41% |
06.05.2024 | 2.19% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 203'495 CHF | 69'332 CHF | 96.86% | 96.86% |
03.05.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 213'861 CHF | 72'787 CHF | 98.87% | 98.87% |
02.05.2024 | 2.13% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 208'766 CHF | 71'089 CHF | 99.27% | 99.27% |
30.04.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 199'999 CHF | 68'166 CHF | 99.21% | 99.21% |
29.04.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 195'984 CHF | 66'828 CHF | 99.28% | 99.28% |
26.04.2024 | 2.41% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 184'353 CHF | 62'951 CHF | 99.57% | 99.57% |
25.04.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 159'939 CHF | 54'813 CHF | 99.52% | 99.52% |
24.04.2024 | 5.46% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 107'123 CHF | 37'708 CHF | 99.62% | 99.62% |
23.04.2024 | 5.66% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 103'180 CHF | 36'393 CHF | 99.37% | 99.37% |