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 | 3.01% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 158'361 | 100'000 | 51'760 CHF | 33'746 CHF | 96.41% | 96.41% |
06.05.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 148'094 | 100'000 | 51'727 CHF | 36'000 CHF | 100.00% | 100.00% |
03.05.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 149'251 | 100'000 | 51'538 CHF | 35'558 CHF | 98.62% | 98.62% |
02.05.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 135'018 | 100'000 | 51'715 CHF | 39'328 CHF | 99.13% | 99.13% |
30.04.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 126'501 | 100'000 | 51'784 CHF | 41'972 CHF | 98.64% | 98.64% |
29.04.2024 | 2.72% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 142'724 | 100'000 | 51'753 CHF | 37'297 CHF | 100.00% | 100.00% |
26.04.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 51'567 CHF | 43'972 CHF | 99.60% | 99.60% |
25.04.2024 | 3.62% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'189 CHF | 21'968 CHF | 99.08% | 99.08% |
24.04.2024 | 3.10% | 0.44 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'861 CHF | 27'703 CHF | 100.00% | 100.00% |
23.04.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'717 CHF | 70'717 CHF | 100.00% | 100.00% |