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 | 5.19% | 0.18 CHF | 0.19 CHF | 209'143 | 100'000 | 208'833 | 100'000 | 39'267 CHF | 19'806 CHF | 100.00% | 100.00% |
07.05.2024 | 4.23% | 0.22 CHF | 0.23 CHF | 205'719 | 100'000 | 203'623 | 100'000 | 47'314 CHF | 24'249 CHF | 93.05% | 93.05% |
06.05.2024 | 3.88% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 198'006 | 100'000 | 50'121 CHF | 26'348 CHF | 89.40% | 89.40% |
03.05.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 202'823 | 100'000 | 198'791 | 100'000 | 50'549 CHF | 26'447 CHF | 58.01% | 58.01% |
02.05.2024 | 3.42% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 178'756 | 100'000 | 51'443 CHF | 29'804 CHF | 99.13% | 99.13% |
30.04.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 165'168 | 100'000 | 51'611 CHF | 32'288 CHF | 98.64% | 98.64% |
29.04.2024 | 3.67% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 190'820 | 100'000 | 51'106 CHF | 27'837 CHF | 100.00% | 100.00% |
26.04.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 156'167 | 100'000 | 52'085 CHF | 34'368 CHF | 99.60% | 99.60% |
25.04.2024 | 4.95% | 0.33 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'361 CHF | 17'189 CHF | 99.10% | 99.10% |
24.04.2024 | 3.62% | 0.35 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'110 CHF | 22'922 CHF | 100.00% | 100.00% |