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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 750'000 | 250'000 | 768'904 | 256'333 | 401'018 CHF | 136'253 CHF | 99.35% | 99.35% |
07.05.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 900'000 | 300'000 | 900'000 | 299'905 | 436'298 CHF | 148'385 CHF | 94.66% | 94.66% |
06.05.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 424'115 CHF | 144'372 CHF | 99.37% | 99.37% |
03.05.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 900'000 | 300'000 | 899'880 | 300'000 | 395'174 CHF | 134'742 CHF | 99.35% | 99.35% |
02.05.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 900'000 | 300'000 | 900'000 | 299'879 | 387'197 CHF | 132'013 CHF | 99.37% | 99.37% |
30.04.2024 | 2.12% | 0.43 CHF | 0.44 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 419'725 CHF | 142'908 CHF | 99.36% | 99.36% |
29.04.2024 | 1.87% | 0.51 CHF | 0.52 CHF | 900'000 | 300'000 | 781'516 | 260'390 | 414'063 CHF | 140'562 CHF | 99.37% | 99.37% |
26.04.2024 | 1.96% | 0.53 CHF | 0.54 CHF | 900'000 | 300'000 | 899'131 | 299'626 | 455'554 CHF | 154'808 CHF | 99.36% | 99.36% |
25.04.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 433'248 CHF | 147'416 CHF | 99.36% | 99.36% |
24.04.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 750'000 | 250'000 | 819'434 | 273'208 | 452'034 CHF | 153'446 CHF | 99.36% | 99.36% |