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 | 3.49% | 0.30 CHF | 0.31 CHF | 190'000 | 190'000 | 183'835 | 183'835 | 52'127 CHF | 53'967 CHF | 99.94% | 99.94% |
06.05.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 102'812 CHF | 104'812 CHF | 100.00% | 100.00% |
03.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'097 | 200'097 | 109'521 CHF | 111'522 CHF | 99.98% | 99.98% |
02.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 210'000 | 210'000 | 208'712 | 208'712 | 117'428 CHF | 119'515 CHF | 100.00% | 100.00% |
30.04.2024 | 1.81% | 0.57 CHF | 0.58 CHF | 210'000 | 210'000 | 201'925 | 201'925 | 110'726 CHF | 112'747 CHF | 100.00% | 100.00% |
29.04.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 109'408 CHF | 111'408 CHF | 100.00% | 100.00% |
26.04.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 112'413 CHF | 114'413 CHF | 99.59% | 99.59% |
25.04.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 109'539 CHF | 111'539 CHF | 99.99% | 99.99% |
24.04.2024 | 1.88% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 198'583 | 198'583 | 105'102 CHF | 107'089 CHF | 99.92% | 99.92% |
23.04.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 190'000 | 190'000 | 191'917 | 191'917 | 94'360 CHF | 96'279 CHF | 100.00% | 100.00% |