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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 111'027 | 100'000 | 52'977 CHF | 48'746 CHF | 96.40% | 96.40% |
06.05.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 103'302 | 100'000 | 51'591 CHF | 51'000 CHF | 100.00% | 100.00% |
03.05.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 105'713 | 100'000 | 52'349 CHF | 50'558 CHF | 98.62% | 98.62% |
02.05.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'328 CHF | 54'328 CHF | 99.12% | 99.12% |
30.04.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'972 CHF | 56'972 CHF | 98.64% | 98.64% |
29.04.2024 | 1.93% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'114 | 100'000 | 51'353 CHF | 52'297 CHF | 100.00% | 100.00% |
26.04.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'972 CHF | 58'972 CHF | 99.60% | 99.60% |
25.04.2024 | 2.69% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'689 CHF | 29'469 CHF | 98.87% | 98.87% |
24.04.2024 | 2.43% | 0.59 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'361 CHF | 35'203 CHF | 100.00% | 100.00% |
23.04.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'717 CHF | 85'717 CHF | 100.00% | 100.00% |