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 | 3.01% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 158'696 | 100'000 | 51'973 CHF | 33'784 CHF | 100.00% | 100.00% |
08.05.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 166'258 | 100'000 | 51'822 CHF | 32'191 CHF | 100.00% | 100.00% |
07.05.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 144'935 | 100'000 | 51'355 CHF | 36'499 CHF | 95.30% | 95.30% |
06.05.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 137'440 | 100'000 | 51'888 CHF | 38'815 CHF | 100.00% | 100.00% |
03.05.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 138'969 | 100'000 | 51'858 CHF | 38'334 CHF | 98.62% | 98.62% |
02.05.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 126'526 | 100'000 | 51'886 CHF | 42'035 CHF | 99.13% | 99.13% |
30.04.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 119'413 | 100'000 | 52'084 CHF | 44'632 CHF | 98.64% | 98.64% |
29.04.2024 | 2.52% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 133'509 | 100'000 | 52'201 CHF | 40'141 CHF | 100.00% | 100.00% |
26.04.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 111'434 | 100'000 | 51'107 CHF | 46'875 CHF | 99.60% | 99.60% |
25.04.2024 | 3.22% | 0.45 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'590 CHF | 23'327 CHF | 99.24% | 99.24% |