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 | 4.61% | 0.21 CHF | 0.22 CHF | 209'193 | 100'000 | 208'750 | 100'000 | 44'293 CHF | 22'221 CHF | 100.00% | 100.00% |
07.05.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 206'164 | 100'000 | 197'593 | 100'000 | 50'776 CHF | 26'733 CHF | 91.82% | 91.82% |
06.05.2024 | 3.52% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 183'352 | 100'000 | 51'114 CHF | 28'957 CHF | 98.63% | 98.63% |
03.05.2024 | 3.58% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 186'659 | 100'000 | 51'246 CHF | 28'488 CHF | 98.63% | 98.63% |
02.05.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 165'718 | 100'000 | 51'792 CHF | 32'279 CHF | 99.13% | 99.13% |
30.04.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 153'935 | 100'000 | 52'000 CHF | 34'825 CHF | 98.64% | 98.64% |
29.04.2024 | 3.37% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 175'337 | 100'000 | 51'169 CHF | 30'219 CHF | 100.00% | 100.00% |
26.04.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 141'046 | 100'000 | 50'666 CHF | 36'928 CHF | 99.60% | 99.60% |
25.04.2024 | 4.41% | 0.35 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'650 CHF | 18'443 CHF | 98.68% | 98.68% |
24.04.2024 | 3.60% | 0.37 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'302 CHF | 24'153 CHF | 100.00% | 100.00% |