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 | 3.14% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 165'214 | 100'000 | 51'804 CHF | 32'415 CHF | 95.30% | 95.30% |
06.05.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 155'410 | 100'000 | 51'904 CHF | 34'465 CHF | 100.00% | 100.00% |
03.05.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 156'900 | 100'000 | 52'162 CHF | 34'275 CHF | 97.48% | 97.48% |
02.05.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 140'494 | 100'000 | 51'917 CHF | 37'961 CHF | 99.13% | 99.13% |
30.04.2024 | 2.50% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 131'760 | 100'000 | 52'034 CHF | 40'530 CHF | 98.64% | 98.64% |
29.04.2024 | 2.83% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 147'079 | 100'000 | 51'306 CHF | 35'935 CHF | 100.00% | 100.00% |
26.04.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 123'341 | 100'000 | 51'375 CHF | 42'672 CHF | 99.60% | 99.60% |
25.04.2024 | 3.92% | 0.41 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'473 CHF | 21'289 CHF | 98.92% | 98.92% |
24.04.2024 | 3.20% | 0.43 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'153 CHF | 27'001 CHF | 100.00% | 100.00% |
23.04.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'279 CHF | 69'279 CHF | 100.00% | 100.00% |