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 | 2.40% | 0.43 CHF | 0.44 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 123'329 CHF | 126'329 CHF | 100.00% | 100.00% |
06.05.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 118'032 CHF | 121'032 CHF | 100.00% | 100.00% |
03.05.2024 | 2.70% | 0.38 CHF | 0.39 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 109'634 CHF | 112'634 CHF | 100.00% | 100.00% |
02.05.2024 | 2.47% | 0.35 CHF | 0.36 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 100'366 CHF | 102'866 CHF | 100.00% | 100.00% |
30.04.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 105'149 CHF | 107'649 CHF | 100.00% | 100.00% |
29.04.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 111'937 CHF | 114'437 CHF | 100.00% | 100.00% |
26.04.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 105'628 CHF | 108'128 CHF | 100.00% | 100.00% |
25.04.2024 | 2.31% | 0.41 CHF | 0.42 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 96'229 CHF | 98'479 CHF | 100.00% | 100.00% |
24.04.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 91'714 CHF | 93'714 CHF | 100.00% | 100.00% |
23.04.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 111'657 CHF | 113'657 CHF | 100.00% | 100.00% |