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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.05.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 83'814 CHF | 85'064 CHF | 100.00% | 100.00% |
03.05.2024 | 1.33% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'716 CHF | 75'716 CHF | 100.00% | 100.00% |
02.05.2024 | 1.44% | 0.80 CHF | 0.81 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 86'622 CHF | 87'872 CHF | 100.00% | 100.00% |
30.04.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 82'017 CHF | 83'267 CHF | 100.00% | 100.00% |
29.04.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 75'439 CHF | 76'689 CHF | 100.00% | 100.00% |
26.04.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'708 CHF | 66'708 CHF | 100.00% | 100.00% |
25.04.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 81'746 CHF | 82'996 CHF | 100.00% | 100.00% |
24.04.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 105'782 CHF | 107'532 CHF | 100.00% | 100.00% |
23.04.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 73'616 CHF | 75'116 CHF | 100.00% | 100.00% |
22.04.2024 | 1.70% | 0.56 CHF | 0.57 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 72'865 CHF | 74'115 CHF | 100.00% | 100.00% |