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 | 2.41% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 246'131 CHF | 84'044 CHF | 99.40% | 99.40% |
07.05.2024 | 2.79% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 265'166 CHF | 90'889 CHF | 99.41% | 99.41% |
06.05.2024 | 2.73% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 271'451 CHF | 92'984 CHF | 99.38% | 99.38% |
03.05.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 749'954 | 249'985 | 279'553 CHF | 95'684 CHF | 99.27% | 99.27% |
02.05.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 734'236 | 244'745 | 276'560 CHF | 94'634 CHF | 99.33% | 99.33% |
30.04.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 631'374 | 210'458 | 251'351 CHF | 85'888 CHF | 99.37% | 99.37% |
29.04.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 727'652 | 242'551 | 281'333 CHF | 96'203 CHF | 99.32% | 99.32% |
26.04.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 270'704 CHF | 92'735 CHF | 99.58% | 99.58% |
25.04.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 281'466 CHF | 96'322 CHF | 99.48% | 99.48% |
24.04.2024 | 3.03% | 0.29 CHF | 0.30 CHF | 900'000 | 300'000 | 760'950 | 253'650 | 247'156 CHF | 84'922 CHF | 99.21% | 99.21% |