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 | 4.03% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 204'132 | 100'000 | 49'670 CHF | 25'360 CHF | 58.57% | 58.57% |
08.05.2024 | 4.31% | 0.22 CHF | 0.23 CHF | 209'143 | 100'000 | 208'921 | 100'000 | 47'467 CHF | 23'722 CHF | 95.09% | 95.09% |
07.05.2024 | 3.59% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 186'243 | 100'000 | 51'011 CHF | 28'449 CHF | 89.86% | 89.86% |
06.05.2024 | 3.37% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 177'077 | 100'000 | 51'701 CHF | 30'253 CHF | 100.00% | 100.00% |
03.05.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 177'804 | 100'000 | 51'554 CHF | 30'020 CHF | 98.62% | 98.62% |
02.05.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 158'523 | 100'000 | 51'962 CHF | 33'804 CHF | 99.13% | 99.13% |
30.04.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 145'586 | 100'000 | 51'319 CHF | 36'288 CHF | 98.64% | 98.64% |
29.04.2024 | 3.20% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 167'730 | 100'000 | 51'644 CHF | 31'837 CHF | 100.00% | 100.00% |
26.04.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 139'871 | 100'000 | 52'446 CHF | 38'497 CHF | 99.60% | 99.60% |
25.04.2024 | 4.02% | 0.37 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'442 CHF | 19'196 CHF | 98.70% | 98.70% |