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 | 3.98% | 0.64 CHF | 0.67 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 54'749 CHF | 17'801 CHF | 100.00% | 100.00% |
07.05.2024 | 4.15% | 0.69 CHF | 0.72 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 55'694 CHF | 18'141 CHF | 20.31% | 20.31% |
06.05.2024 | 3.69% | 0.75 CHF | 0.78 CHF | 70'000 | 25'000 | 70'027 | 25'000 | 51'895 CHF | 19'224 CHF | 41.88% | 41.88% |
03.05.2024 | 3.13% | 0.76 CHF | 0.78 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'654 CHF | 19'771 CHF | 98.64% | 98.64% |
02.05.2024 | 3.04% | 0.80 CHF | 0.83 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'325 CHF | 20'736 CHF | 99.13% | 99.13% |
30.04.2024 | 3.00% | 0.80 CHF | 0.83 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'081 CHF | 20'639 CHF | 100.00% | 100.00% |
29.04.2024 | 3.10% | 0.80 CHF | 0.82 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'602 CHF | 20'482 CHF | 100.00% | 100.00% |
26.04.2024 | 2.14% | 0.81 CHF | 0.84 CHF | 70'000 | 25'000 | 69'708 | 25'000 | 56'590 CHF | 20'739 CHF | 83.98% | 83.98% |
25.04.2024 | 1.16% | 0.82 CHF | 0.83 CHF | 70'000 | 25'000 | 63'784 | 25'000 | 54'421 CHF | 21'612 CHF | 97.84% | 97.84% |
24.04.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'322 CHF | 22'467 CHF | 100.00% | 100.00% |