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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 3.11% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 164'270 | 100'000 | 51'918 CHF | 32'638 CHF | 100.00% | 100.00% |
08.05.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 172'576 | 100'000 | 51'791 CHF | 31'033 CHF | 100.00% | 100.00% |
07.05.2024 | 2.87% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 150'637 | 100'000 | 51'733 CHF | 35'415 CHF | 95.30% | 95.30% |
06.05.2024 | 2.69% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 141'466 | 100'000 | 51'803 CHF | 37'679 CHF | 100.00% | 100.00% |
03.05.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 141'173 | 100'000 | 51'179 CHF | 37'272 CHF | 98.61% | 98.61% |
02.05.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 130'494 | 100'000 | 52'136 CHF | 40'961 CHF | 99.13% | 99.13% |
30.04.2024 | 2.33% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 122'297 | 100'000 | 51'976 CHF | 43'530 CHF | 98.64% | 98.64% |
29.04.2024 | 2.60% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 135'704 | 100'000 | 51'560 CHF | 39'034 CHF | 100.00% | 100.00% |
26.04.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 119'827 | 100'000 | 53'702 CHF | 45'818 CHF | 99.60% | 99.60% |
25.04.2024 | 3.31% | 0.44 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'049 CHF | 22'789 CHF | 98.83% | 98.83% |