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 | 5.87% | 0.16 CHF | 0.17 CHF | 208'854 | 100'000 | 208'839 | 100'000 | 34'605 CHF | 17'573 CHF | 100.00% | 100.00% |
07.05.2024 | 4.62% | 0.20 CHF | 0.21 CHF | 205'510 | 100'000 | 204'244 | 100'000 | 43'365 CHF | 22'240 CHF | 95.67% | 95.67% |
06.05.2024 | 4.25% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 201'828 | 100'000 | 46'675 CHF | 24'135 CHF | 92.17% | 92.17% |
03.05.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 202'619 | 100'000 | 202'652 | 100'000 | 46'049 CHF | 23'727 CHF | 87.22% | 87.22% |
02.05.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 191'065 | 100'000 | 51'248 CHF | 27'851 CHF | 87.57% | 87.57% |
30.04.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 175'383 | 100'000 | 51'174 CHF | 30'217 CHF | 98.64% | 98.64% |
29.04.2024 | 3.98% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 200'916 | 100'000 | 49'579 CHF | 25'697 CHF | 86.14% | 86.14% |
26.04.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 166'167 | 100'000 | 52'099 CHF | 32'368 CHF | 99.60% | 99.60% |
25.04.2024 | 5.27% | 0.31 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'361 CHF | 16'189 CHF | 99.10% | 99.10% |
24.04.2024 | 3.76% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'057 CHF | 21'861 CHF | 100.00% | 100.00% |