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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 2.28% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 260'650 CHF | 88'883 CHF | 99.35% | 99.35% |
13.05.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 718'793 | 239'598 | 275'420 CHF | 94'203 CHF | 98.85% | 98.85% |
10.05.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 631'302 | 210'434 | 253'551 CHF | 86'621 CHF | 99.38% | 99.38% |
08.05.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 269'005 CHF | 92'168 CHF | 99.36% | 99.36% |
07.05.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 280'229 CHF | 95'910 CHF | 99.38% | 99.38% |
06.05.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 268'992 CHF | 92'164 CHF | 99.36% | 99.36% |
03.05.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 265'098 CHF | 90'866 CHF | 99.13% | 99.13% |
02.05.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 231'912 CHF | 79'804 CHF | 99.31% | 99.31% |
30.04.2024 | 3.44% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 214'304 CHF | 73'935 CHF | 99.23% | 99.23% |
29.04.2024 | 3.63% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 749'989 | 250'000 | 203'119 CHF | 70'208 CHF | 99.17% | 99.17% |