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 | 2.80% | 1.07 CHF | 1.09 CHF | 75'000 | 75'000 | 41'251 | 41'251 | 45'453 CHF | 46'714 CHF | 88.43% | 88.43% |
06.05.2024 | 2.54% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 108'079 | 75'000 | 52'307 CHF | 37'297 CHF | 98.68% | 98.68% |
03.05.2024 | 2.87% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 122'796 | 75'000 | 51'744 CHF | 32'543 CHF | 96.45% | 96.45% |
02.05.2024 | 3.01% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 130'433 | 75'000 | 51'842 CHF | 30'746 CHF | 85.86% | 85.86% |
30.04.2024 | 2.75% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 120'677 | 75'000 | 52'410 CHF | 33'525 CHF | 98.92% | 98.92% |
29.04.2024 | 2.74% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 110'800 | 75'000 | 52'234 CHF | 36'355 CHF | 85.85% | 85.85% |
26.04.2024 | 2.67% | 0.43 CHF | 0.45 CHF | 120'000 | 75'000 | 118'207 | 75'000 | 52'775 CHF | 34'429 CHF | 82.99% | 82.99% |
25.04.2024 | 2.56% | 0.45 CHF | 0.47 CHF | 120'000 | 75'000 | 107'154 | 75'000 | 51'681 CHF | 37'240 CHF | 98.16% | 98.16% |
24.04.2024 | 2.40% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 98'969 | 75'000 | 52'670 CHF | 41'229 CHF | 95.98% | 95.98% |
23.04.2024 | 2.66% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 61'717 | 58'868 | 39'644 CHF | 38'708 CHF | 100.00% | 100.00% |