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 | 3.85% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 200'457 | 100'000 | 51'097 CHF | 26'509 CHF | 89.32% | 89.32% |
07.05.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 174'539 | 100'000 | 51'819 CHF | 30'746 CHF | 96.41% | 96.41% |
06.05.2024 | 3.07% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 161'299 | 100'000 | 51'658 CHF | 33'103 CHF | 100.00% | 100.00% |
03.05.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 165'347 | 100'000 | 52'130 CHF | 32'558 CHF | 98.61% | 98.61% |
02.05.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 145'436 | 100'000 | 51'336 CHF | 36'328 CHF | 99.13% | 99.13% |
30.04.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 136'501 | 100'000 | 51'786 CHF | 38'972 CHF | 98.64% | 98.64% |
29.04.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 154'974 | 100'000 | 51'728 CHF | 34'417 CHF | 100.00% | 100.00% |
26.04.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 130'000 | 100'000 | 52'044 CHF | 41'034 CHF | 99.60% | 99.60% |
25.04.2024 | 3.95% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'749 CHF | 20'544 CHF | 98.97% | 98.97% |
24.04.2024 | 3.03% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'422 CHF | 26'203 CHF | 100.00% | 100.00% |