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 | 4.88% | 0.20 CHF | 0.21 CHF | 209'120 | 100'000 | 208'747 | 100'000 | 41'813 CHF | 21'033 CHF | 100.00% | 100.00% |
07.05.2024 | 4.02% | 0.24 CHF | 0.25 CHF | 205'067 | 100'000 | 201'966 | 100'000 | 49'446 CHF | 25'501 CHF | 86.03% | 86.03% |
06.05.2024 | 3.67% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 190'400 | 100'000 | 50'932 CHF | 27'814 CHF | 93.51% | 93.51% |
03.05.2024 | 3.72% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 195'336 | 100'000 | 51'491 CHF | 27'393 CHF | 95.18% | 95.18% |
02.05.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 172'669 | 100'000 | 51'829 CHF | 31'035 CHF | 99.13% | 99.13% |
30.04.2024 | 3.02% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 159'391 | 100'000 | 51'934 CHF | 33'632 CHF | 98.64% | 98.64% |
29.04.2024 | 3.51% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 184'098 | 100'000 | 51'526 CHF | 29'034 CHF | 100.00% | 100.00% |
26.04.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 149'892 | 100'000 | 52'186 CHF | 35'818 CHF | 99.60% | 99.60% |
25.04.2024 | 4.51% | 0.34 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'050 CHF | 17'831 CHF | 97.92% | 97.92% |
24.04.2024 | 3.71% | 0.36 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'703 CHF | 23'557 CHF | 100.00% | 100.00% |