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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 430'000 | 430'000 | 430'000 | 430'000 | 110'716 CHF | 115'016 CHF | 100.00% | 100.00% |
08.05.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 390'000 | 390'000 | 390'000 | 390'000 | 160'535 CHF | 164'435 CHF | 96.89% | 96.89% |
07.05.2024 | 1.72% | 0.48 CHF | 0.49 CHF | 310'000 | 310'000 | 309'860 | 309'860 | 179'601 CHF | 182'701 CHF | 99.46% | 99.46% |
06.05.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 228'934 CHF | 231'934 CHF | 100.00% | 100.00% |
03.05.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 259'103 CHF | 262'003 CHF | 99.91% | 99.91% |
02.05.2024 | 1.07% | 1.01 CHF | 1.02 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 289'073 CHF | 292'173 CHF | 99.64% | 99.64% |
30.04.2024 | 1.19% | 0.90 CHF | 0.91 CHF | 320'000 | 320'000 | 319'832 | 319'832 | 268'603 CHF | 271'803 CHF | 100.00% | 100.00% |
29.04.2024 | 1.27% | 0.82 CHF | 0.83 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 257'433 CHF | 260'733 CHF | 99.66% | 99.66% |
26.04.2024 | 1.15% | 0.81 CHF | 0.82 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 268'364 CHF | 271'464 CHF | 98.85% | 98.85% |
25.04.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 317'570 CHF | 320'970 CHF | 99.53% | 99.53% |