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 | 4.35% | 0.48 CHF | 0.51 CHF | 110'000 | 50'000 | 102'404 | 50'000 | 51'564 CHF | 26'317 CHF | 100.00% | 100.00% |
08.05.2024 | 4.57% | 0.49 CHF | 0.51 CHF | 110'000 | 50'000 | 105'911 | 50'000 | 52'924 CHF | 26'201 CHF | 100.00% | 100.00% |
07.05.2024 | 4.18% | 0.50 CHF | 0.53 CHF | 100'000 | 50'000 | 108'843 | 50'000 | 53'421 CHF | 25'594 CHF | 97.06% | 97.06% |
06.05.2024 | 4.58% | 0.47 CHF | 0.49 CHF | 110'000 | 50'000 | 108'620 | 50'000 | 52'374 CHF | 25'249 CHF | 100.00% | 100.00% |
03.05.2024 | 4.21% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 103'221 | 50'000 | 51'188 CHF | 25'884 CHF | 97.94% | 97.94% |
02.05.2024 | 3.91% | 0.47 CHF | 0.50 CHF | 110'000 | 50'000 | 109'079 | 50'000 | 52'437 CHF | 25'005 CHF | 99.40% | 99.40% |
30.04.2024 | 4.78% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 101'962 | 50'000 | 50'927 CHF | 26'206 CHF | 100.00% | 100.00% |
29.04.2024 | 4.53% | 0.49 CHF | 0.51 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 52'225 CHF | 24'839 CHF | 100.00% | 100.00% |
26.04.2024 | 2.79% | 0.47 CHF | 0.49 CHF | 110'000 | 50'000 | 118'217 | 50'000 | 52'995 CHF | 23'067 CHF | 99.22% | 99.22% |
25.04.2024 | 2.56% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 122'293 | 50'000 | 51'306 CHF | 21'533 CHF | 99.02% | 99.02% |