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 | 5.93% | 0.17 CHF | 0.18 CHF | 340'000 | 340'000 | 339'510 | 339'510 | 55'760 CHF | 59'160 CHF | 99.96% | 99.96% |
06.05.2024 | 6.12% | 0.16 CHF | 0.17 CHF | 340'000 | 340'000 | 340'575 | 340'575 | 54'007 CHF | 57'413 CHF | 100.00% | 100.00% |
03.05.2024 | 6.46% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 348'971 | 348'971 | 52'337 CHF | 55'827 CHF | 100.00% | 100.00% |
02.05.2024 | 5.56% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 342'907 | 342'907 | 60'079 CHF | 63'508 CHF | 98.52% | 98.52% |
30.04.2024 | 5.48% | 0.18 CHF | 0.19 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 60'335 CHF | 63'735 CHF | 100.00% | 100.00% |
29.04.2024 | 5.07% | 0.19 CHF | 0.20 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 65'432 CHF | 68'832 CHF | 100.00% | 100.00% |
26.04.2024 | 5.31% | 0.19 CHF | 0.20 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 62'329 CHF | 65'729 CHF | 98.86% | 98.86% |
25.04.2024 | 5.22% | 0.18 CHF | 0.19 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 63'482 CHF | 66'882 CHF | 99.69% | 99.69% |
24.04.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 340'000 | 340'000 | 339'188 | 339'188 | 68'027 CHF | 71'419 CHF | 99.28% | 99.28% |
23.04.2024 | 4.02% | 0.25 CHF | 0.26 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 80'501 CHF | 83'801 CHF | 100.00% | 100.00% |