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 | 3.01% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 158'225 | 100'000 | 51'783 CHF | 33'742 CHF | 96.44% | 96.44% |
06.05.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 165'520 | 100'000 | 51'893 CHF | 32'381 CHF | 100.00% | 100.00% |
03.05.2024 | 2.72% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 140'757 | 100'000 | 51'012 CHF | 37'248 CHF | 98.63% | 98.63% |
02.05.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 151'908 | 100'000 | 51'833 CHF | 35'140 CHF | 95.58% | 95.58% |
30.04.2024 | 3.60% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 113'887 | 79'660 | 37'765 CHF | 27'413 CHF | 100.00% | 100.00% |
29.04.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 140'796 | 100'000 | 51'167 CHF | 37'354 CHF | 100.00% | 100.00% |
26.04.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 147'981 | 100'000 | 51'612 CHF | 35'903 CHF | 99.60% | 99.60% |
25.04.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 161'556 | 100'000 | 52'066 CHF | 33'253 CHF | 99.43% | 99.43% |
24.04.2024 | 2.72% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 140'061 | 100'000 | 50'810 CHF | 37'277 CHF | 100.00% | 100.00% |
23.04.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 136'044 | 100'000 | 52'213 CHF | 39'399 CHF | 100.00% | 100.00% |