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 | 4.06% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 208'941 | 100'000 | 50'358 CHF | 25'106 CHF | 96.17% | 96.17% |
06.05.2024 | 3.92% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 201'880 | 100'000 | 50'493 CHF | 26'021 CHF | 100.00% | 100.00% |
03.05.2024 | 3.64% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 189'722 | 100'000 | 51'129 CHF | 27'978 CHF | 83.31% | 83.31% |
02.05.2024 | 4.22% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 217'996 | 100'000 | 50'557 CHF | 24'200 CHF | 99.11% | 99.11% |
30.04.2024 | 3.90% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 203'001 | 100'000 | 51'082 CHF | 26'199 CHF | 100.00% | 100.00% |
29.04.2024 | 3.92% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 203'255 | 100'000 | 50'791 CHF | 26'006 CHF | 100.00% | 100.00% |
26.04.2024 | 3.90% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 200'779 | 100'000 | 50'438 CHF | 26'126 CHF | 99.23% | 99.23% |
25.04.2024 | 4.33% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 223'821 | 100'000 | 50'581 CHF | 23'618 CHF | 99.39% | 99.39% |
24.04.2024 | 4.08% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 210'777 | 100'000 | 50'580 CHF | 25'036 CHF | 100.00% | 100.00% |
23.04.2024 | 3.85% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 200'000 | 100'000 | 50'954 CHF | 26'477 CHF | 96.72% | 96.72% |