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 | 4.41% | 0.64 CHF | 0.67 CHF | 80'000 | 25'000 | 88'201 | 25'000 | 52'459 CHF | 15'560 CHF | 100.00% | 100.00% |
07.05.2024 | 4.53% | 0.59 CHF | 0.62 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 52'591 CHF | 15'286 CHF | 20.31% | 20.31% |
06.05.2024 | 5.02% | 0.53 CHF | 0.56 CHF | 100'000 | 25'000 | 99'563 | 25'000 | 53'857 CHF | 14'223 CHF | 41.88% | 41.88% |
03.05.2024 | 4.58% | 0.53 CHF | 0.55 CHF | 100'000 | 25'000 | 100'000 | 25'000 | 51'917 CHF | 13'588 CHF | 98.63% | 98.63% |
02.05.2024 | 5.03% | 0.48 CHF | 0.51 CHF | 105'776 | 25'000 | 105'791 | 25'000 | 50'829 CHF | 12'631 CHF | 98.40% | 98.40% |
30.04.2024 | 5.54% | 0.48 CHF | 0.51 CHF | 106'166 | 25'000 | 105'095 | 25'000 | 50'890 CHF | 12'798 CHF | 99.40% | 99.40% |
29.04.2024 | 5.58% | 0.49 CHF | 0.51 CHF | 105'581 | 25'000 | 104'364 | 25'000 | 51'165 CHF | 12'963 CHF | 95.36% | 95.36% |
26.04.2024 | 3.75% | 0.48 CHF | 0.50 CHF | 106'348 | 25'000 | 106'107 | 25'000 | 50'810 CHF | 12'430 CHF | 61.99% | 61.99% |
25.04.2024 | 2.23% | 0.48 CHF | 0.49 CHF | 106'312 | 25'000 | 107'712 | 25'000 | 47'973 CHF | 11'392 CHF | 98.91% | 98.91% |
24.04.2024 | 2.40% | 0.39 CHF | 0.40 CHF | 109'985 | 25'000 | 109'251 | 25'000 | 44'933 CHF | 10'533 CHF | 100.00% | 100.00% |