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 | 1.20% | 0.80 CHF | 0.81 CHF | 110'000 | 110'000 | 109'721 | 109'721 | 91'593 CHF | 92'692 CHF | 93.45% | 93.45% |
06.05.2024 | 2.66% | 0.40 CHF | 0.41 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 48'207 CHF | 49'507 CHF | 100.00% | 100.00% |
03.05.2024 | 3.03% | 0.34 CHF | 0.35 CHF | 140'000 | 140'000 | 139'741 | 139'741 | 45'530 CHF | 46'928 CHF | 99.93% | 99.93% |
02.05.2024 | 3.25% | 0.29 CHF | 0.30 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 42'411 CHF | 43'811 CHF | 100.00% | 100.00% |
30.04.2024 | 3.04% | 0.30 CHF | 0.31 CHF | 130'000 | 130'000 | 122'085 | 122'085 | 39'552 CHF | 40'773 CHF | 99.98% | 99.98% |
29.04.2024 | 2.79% | 0.34 CHF | 0.35 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 42'472 CHF | 43'672 CHF | 100.00% | 100.00% |
26.04.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 40'494 CHF | 41'694 CHF | 99.59% | 99.59% |
25.04.2024 | 2.69% | 0.35 CHF | 0.36 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 44'079 CHF | 45'279 CHF | 99.95% | 99.95% |
24.04.2024 | 2.47% | 0.35 CHF | 0.36 CHF | 100'000 | 100'000 | 99'973 | 99'973 | 40'413 CHF | 41'413 CHF | 99.41% | 99.41% |
23.04.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 101'827 | 101'827 | 48'405 CHF | 49'424 CHF | 99.98% | 99.98% |