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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 4.04% | 0.24 CHF | 0.25 CHF | 209'432 | 100'000 | 205'313 | 100'000 | 49'785 CHF | 25'268 CHF | 87.06% | 87.06% |
07.05.2024 | 3.43% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 179'042 | 100'000 | 51'360 CHF | 29'744 CHF | 94.40% | 94.40% |
06.05.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 168'094 | 100'000 | 52'003 CHF | 32'000 CHF | 100.00% | 100.00% |
03.05.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 169'073 | 100'000 | 51'619 CHF | 31'558 CHF | 98.62% | 98.62% |
02.05.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 151'488 | 100'000 | 51'905 CHF | 35'279 CHF | 99.13% | 99.13% |
30.04.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 140'267 | 100'000 | 51'664 CHF | 37'860 CHF | 98.64% | 98.64% |
29.04.2024 | 3.05% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 161'880 | 100'000 | 52'215 CHF | 33'297 CHF | 100.00% | 100.00% |
26.04.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 130'813 | 100'000 | 50'973 CHF | 39'972 CHF | 99.60% | 99.60% |
25.04.2024 | 3.99% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'188 CHF | 19'968 CHF | 99.26% | 99.26% |
24.04.2024 | 3.34% | 0.40 CHF | 0.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'861 CHF | 25'703 CHF | 100.00% | 100.00% |