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 | 3.17% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 749'983 | 250'000 | 233'017 CHF | 80'174 CHF | 99.37% | 99.37% |
06.05.2024 | 3.31% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 222'751 CHF | 76'751 CHF | 99.36% | 99.36% |
03.05.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 715'206 | 249'869 | 206'514 CHF | 74'740 CHF | 99.14% | 99.14% |
02.05.2024 | 3.81% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 193'381 CHF | 66'960 CHF | 99.32% | 99.32% |
30.04.2024 | 4.02% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 182'704 CHF | 63'401 CHF | 99.22% | 99.22% |
29.04.2024 | 4.15% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 437'405 | 250'000 | 104'624 CHF | 61'510 CHF | 99.16% | 99.16% |
26.04.2024 | 4.44% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 303'566 | 249'914 | 67'786 CHF | 57'628 CHF | 99.36% | 99.36% |
25.04.2024 | 4.66% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'222 | 250'000 | 52'540 CHF | 54'993 CHF | 98.40% | 98.40% |
24.04.2024 | 4.75% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 249'917 | 250'000 | 51'411 CHF | 53'929 CHF | 99.36% | 99.36% |
23.04.2024 | 5.70% | 0.18 CHF | 0.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 42'625 CHF | 45'125 CHF | 99.31% | 99.31% |