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 | 6.65% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 64'410 | 54'803 | 17'073 CHF | 15'541 CHF | 92.08% | 92.08% |
06.05.2024 | 4.71% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 242'790 | 100'000 | 50'288 CHF | 21'721 CHF | 98.68% | 98.68% |
03.05.2024 | 5.05% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 263'464 | 100'000 | 50'875 CHF | 20'327 CHF | 98.00% | 98.00% |
02.05.2024 | 5.20% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 272'453 | 100'000 | 51'079 CHF | 19'755 CHF | 85.87% | 85.87% |
30.04.2024 | 4.96% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 256'698 | 100'000 | 50'449 CHF | 20'672 CHF | 100.00% | 100.00% |
29.04.2024 | 4.68% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 241'434 | 100'000 | 50'341 CHF | 21'857 CHF | 80.35% | 80.35% |
26.04.2024 | 5.06% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 261'585 | 100'000 | 50'347 CHF | 20'379 CHF | 79.63% | 79.63% |
25.04.2024 | 4.77% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 246'579 | 100'000 | 50'451 CHF | 21'497 CHF | 98.27% | 98.27% |
24.04.2024 | 4.67% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 240'540 | 100'000 | 50'297 CHF | 21'946 CHF | 95.98% | 95.98% |
23.04.2024 | 6.55% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 157'495 | 78'490 | 33'135 CHF | 17'434 CHF | 100.00% | 100.00% |