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 | 2.71% | 0.36 CHF | 0.37 CHF | 71'691 | 50'000 | 71'733 | 50'000 | 26'145 CHF | 18'723 CHF | 100.00% | 100.00% |
08.05.2024 | 2.45% | 0.39 CHF | 0.40 CHF | 72'390 | 50'000 | 72'572 | 50'000 | 29'214 CHF | 20'627 CHF | 98.86% | 98.86% |
07.05.2024 | 2.19% | 0.41 CHF | 0.42 CHF | 72'665 | 50'000 | 73'509 | 50'000 | 33'357 CHF | 23'178 CHF | 96.43% | 96.43% |
06.05.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 74'408 | 50'000 | 74'338 | 50'000 | 37'511 CHF | 25'729 CHF | 100.00% | 100.00% |
03.05.2024 | 1.83% | 0.52 CHF | 0.53 CHF | 74'554 | 75'000 | 75'182 | 75'000 | 40'651 CHF | 41'294 CHF | 97.93% | 97.93% |
02.05.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 76'842 | 75'000 | 76'927 | 75'000 | 46'113 CHF | 45'707 CHF | 99.40% | 99.40% |
30.04.2024 | 1.75% | 0.60 CHF | 0.61 CHF | 77'241 | 75'000 | 76'250 | 75'000 | 43'170 CHF | 43'209 CHF | 100.00% | 100.00% |
29.04.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 75'880 | 75'000 | 75'976 | 75'000 | 42'535 CHF | 42'738 CHF | 100.00% | 100.00% |
26.04.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 76'426 | 75'000 | 76'490 | 75'000 | 44'371 CHF | 44'256 CHF | 99.22% | 99.22% |
25.04.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 76'702 | 75'000 | 76'553 | 75'000 | 44'256 CHF | 44'106 CHF | 99.02% | 99.02% |