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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.05.2024 | 5.18% | 0.20 CHF | 0.21 CHF | 400'000 | 400'000 | 399'995 | 400'000 | 75'261 CHF | 79'262 CHF | 99.37% | 99.37% |
03.05.2024 | 5.96% | 0.18 CHF | 0.19 CHF | 400'000 | 400'000 | 447'268 | 447'247 | 72'611 CHF | 77'080 CHF | 99.36% | 99.36% |
02.05.2024 | 5.06% | 0.15 CHF | 0.16 CHF | 500'000 | 500'000 | 413'029 | 412'960 | 80'069 CHF | 84'187 CHF | 99.36% | 99.36% |
30.04.2024 | 4.64% | 0.22 CHF | 0.23 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 84'246 CHF | 88'246 CHF | 99.36% | 99.36% |
29.04.2024 | 4.07% | 0.23 CHF | 0.24 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 96'431 CHF | 100'431 CHF | 85.52% | 85.52% |
26.04.2024 | 4.46% | 0.23 CHF | 0.24 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 87'828 CHF | 91'828 CHF | 99.36% | 99.36% |
25.04.2024 | 4.32% | 0.21 CHF | 0.22 CHF | 400'000 | 400'000 | 400'000 | 399'945 | 90'655 CHF | 94'642 CHF | 99.36% | 99.36% |
24.04.2024 | 3.78% | 0.25 CHF | 0.26 CHF | 400'000 | 400'000 | 399'263 | 399'218 | 103'866 CHF | 107'847 CHF | 99.36% | 99.36% |
23.04.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 300'000 | 300'000 | 299'987 | 300'000 | 108'481 CHF | 111'485 CHF | 99.36% | 99.36% |
22.04.2024 | 3.31% | 0.31 CHF | 0.32 CHF | 300'000 | 300'000 | 320'055 | 320'080 | 94'875 CHF | 98'083 CHF | 99.36% | 99.36% |