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 | 2.73% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 142'241 | 100'000 | 51'458 CHF | 37'205 CHF | 100.00% | 100.00% |
08.05.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 150'049 | 100'000 | 51'842 CHF | 35'573 CHF | 100.00% | 100.00% |
07.05.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 132'826 | 100'000 | 51'844 CHF | 40'083 CHF | 95.70% | 95.70% |
06.05.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 125'778 | 100'000 | 51'798 CHF | 42'234 CHF | 100.00% | 100.00% |
03.05.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 128'143 | 100'000 | 52'210 CHF | 41'768 CHF | 98.62% | 98.62% |
02.05.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 118'775 | 100'000 | 52'915 CHF | 45'566 CHF | 99.13% | 99.13% |
30.04.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 109'983 | 100'000 | 51'820 CHF | 48'132 CHF | 98.64% | 98.64% |
29.04.2024 | 2.32% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 122'126 | 100'000 | 51'972 CHF | 43'588 CHF | 100.00% | 100.00% |
26.04.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 108'703 | 100'000 | 53'377 CHF | 50'114 CHF | 99.60% | 99.60% |
25.04.2024 | 3.09% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'329 CHF | 25'093 CHF | 99.01% | 99.01% |