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 | 8.55% | 0.28 CHF | 0.30 CHF | 99'199 | 25'000 | 100'814 | 25'000 | 32'197 CHF | 8'690 CHF | 100.00% | 100.00% |
07.05.2024 | 7.35% | 0.33 CHF | 0.35 CHF | 100'793 | 25'000 | 101'035 | 25'000 | 33'656 CHF | 8'964 CHF | 20.31% | 20.31% |
06.05.2024 | 7.73% | 0.38 CHF | 0.41 CHF | 102'897 | 25'000 | 102'439 | 25'000 | 38'030 CHF | 10'027 CHF | 41.88% | 41.88% |
03.05.2024 | 7.10% | 0.39 CHF | 0.42 CHF | 103'111 | 25'000 | 103'560 | 25'000 | 41'141 CHF | 10'662 CHF | 98.64% | 98.64% |
02.05.2024 | 5.81% | 0.43 CHF | 0.46 CHF | 105'583 | 25'000 | 105'803 | 25'000 | 46'396 CHF | 11'619 CHF | 98.40% | 98.40% |
30.04.2024 | 5.74% | 0.44 CHF | 0.46 CHF | 106'318 | 25'000 | 105'694 | 25'000 | 46'016 CHF | 11'525 CHF | 98.52% | 98.52% |
29.04.2024 | 5.66% | 0.43 CHF | 0.46 CHF | 105'581 | 25'000 | 105'326 | 25'000 | 45'217 CHF | 11'358 CHF | 100.00% | 100.00% |
26.04.2024 | 3.18% | 0.45 CHF | 0.47 CHF | 106'348 | 25'000 | 105'911 | 25'000 | 47'433 CHF | 11'558 CHF | 83.98% | 83.98% |
25.04.2024 | 2.04% | 0.45 CHF | 0.46 CHF | 106'312 | 25'000 | 105'265 | 25'000 | 51'168 CHF | 12'420 CHF | 98.91% | 98.91% |
24.04.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 100'000 | 25'000 | 100'000 | 25'000 | 52'074 CHF | 13'268 CHF | 100.00% | 100.00% |