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 | 2.91% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 203'637 CHF | 69'879 CHF | 99.39% | 99.39% |
07.05.2024 | 3.54% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 603'320 | 201'107 | 167'730 CHF | 57'921 CHF | 99.41% | 99.41% |
06.05.2024 | 3.42% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 172'604 CHF | 59'535 CHF | 99.36% | 99.36% |
03.05.2024 | 3.26% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 181'275 CHF | 62'425 CHF | 99.24% | 99.24% |
02.05.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 184'185 CHF | 63'395 CHF | 99.34% | 99.34% |
30.04.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 198'457 CHF | 68'152 CHF | 99.39% | 99.39% |
29.04.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 191'591 CHF | 65'864 CHF | 99.40% | 99.40% |
26.04.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 654'638 | 218'213 | 190'547 CHF | 65'698 CHF | 99.59% | 99.59% |
25.04.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 745'961 | 248'654 | 231'257 CHF | 79'572 CHF | 99.51% | 99.51% |
24.04.2024 | 3.82% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 760'952 | 253'651 | 195'599 CHF | 67'736 CHF | 99.28% | 99.28% |