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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 4.31% | 0.56 CHF | 0.59 CHF | 90'000 | 25'000 | 88'155 | 25'000 | 53'521 CHF | 15'859 CHF | 100.00% | 100.00% |
07.05.2024 | 4.36% | 0.61 CHF | 0.64 CHF | 90'000 | 25'000 | 86'913 | 25'000 | 53'727 CHF | 16'154 CHF | 20.31% | 20.31% |
06.05.2024 | 4.13% | 0.67 CHF | 0.70 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 52'887 CHF | 17'224 CHF | 41.88% | 41.88% |
03.05.2024 | 3.91% | 0.68 CHF | 0.71 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 54'919 CHF | 17'847 CHF | 98.63% | 98.63% |
02.05.2024 | 3.76% | 0.72 CHF | 0.75 CHF | 70'000 | 25'000 | 70'214 | 25'000 | 50'884 CHF | 18'814 CHF | 98.40% | 98.40% |
30.04.2024 | 3.65% | 0.72 CHF | 0.75 CHF | 70'000 | 25'000 | 71'899 | 25'000 | 51'829 CHF | 18'699 CHF | 100.00% | 100.00% |
29.04.2024 | 3.68% | 0.72 CHF | 0.75 CHF | 70'000 | 25'000 | 75'367 | 25'000 | 53'802 CHF | 18'527 CHF | 100.00% | 100.00% |
26.04.2024 | 2.16% | 0.73 CHF | 0.76 CHF | 70'000 | 25'000 | 70'005 | 25'000 | 51'360 CHF | 18'744 CHF | 83.98% | 83.98% |
25.04.2024 | 1.28% | 0.74 CHF | 0.75 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'347 CHF | 19'660 CHF | 86.48% | 86.48% |
24.04.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'623 CHF | 20'473 CHF | 100.00% | 100.00% |