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 | 5.35% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 286'745 | 286'745 | 52'168 CHF | 55'036 CHF | 99.22% | 99.22% |
06.05.2024 | 7.59% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 409'440 | 409'440 | 51'950 CHF | 56'044 CHF | 99.21% | 99.21% |
03.05.2024 | 8.77% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 471'685 | 471'685 | 51'445 CHF | 56'161 CHF | 99.38% | 99.38% |
02.05.2024 | 7.65% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 413'145 | 413'145 | 51'972 CHF | 56'104 CHF | 99.39% | 99.39% |
30.04.2024 | 6.34% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 340'305 | 340'305 | 51'965 CHF | 55'368 CHF | 99.43% | 99.43% |
29.04.2024 | 5.67% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 301'833 | 301'833 | 51'753 CHF | 54'771 CHF | 99.28% | 99.28% |
26.04.2024 | 5.82% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 307'482 | 307'482 | 51'316 CHF | 54'391 CHF | 97.24% | 97.24% |
25.04.2024 | 5.86% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 309'445 | 309'445 | 51'268 CHF | 54'363 CHF | 83.98% | 83.98% |
24.04.2024 | 5.15% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 275'385 | 275'385 | 52'084 CHF | 54'838 CHF | 99.39% | 99.39% |
23.04.2024 | 4.83% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'558 CHF | 53'058 CHF | 99.39% | 99.39% |