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 | 2.91% | 0.35 CHF | 0.36 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 169'302 CHF | 34'860 CHF | 99.37% | 99.37% |
06.05.2024 | 3.51% | 0.33 CHF | 0.34 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 140'883 CHF | 29'177 CHF | 99.37% | 99.37% |
03.05.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 120'740 CHF | 25'148 CHF | 99.20% | 99.20% |
02.05.2024 | 4.21% | 0.22 CHF | 0.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 116'328 CHF | 24'266 CHF | 99.37% | 99.37% |
30.04.2024 | 4.14% | 0.24 CHF | 0.25 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 118'493 CHF | 24'699 CHF | 99.36% | 99.36% |
29.04.2024 | 3.88% | 0.25 CHF | 0.26 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 126'335 CHF | 26'267 CHF | 99.32% | 99.32% |
26.04.2024 | 3.87% | 0.23 CHF | 0.24 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 127'390 CHF | 26'478 CHF | 99.37% | 99.37% |
25.04.2024 | 3.33% | 0.28 CHF | 0.29 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 147'958 CHF | 30'592 CHF | 96.58% | 96.58% |
24.04.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 151'329 CHF | 31'266 CHF | 99.37% | 99.37% |
23.04.2024 | 3.34% | 0.30 CHF | 0.31 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 147'375 CHF | 30'475 CHF | 99.38% | 99.38% |