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 | 3.50% | 0.82 CHF | 0.85 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'456 CHF | 20'141 CHF | 100.00% | 100.00% |
07.05.2024 | 3.78% | 0.77 CHF | 0.80 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'504 CHF | 19'846 CHF | 20.31% | 20.31% |
06.05.2024 | 4.07% | 0.71 CHF | 0.74 CHF | 80'000 | 25'000 | 70'277 | 25'000 | 50'671 CHF | 18'776 CHF | 41.88% | 41.88% |
03.05.2024 | 3.27% | 0.71 CHF | 0.73 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 56'220 CHF | 18'153 CHF | 98.63% | 98.63% |
02.05.2024 | 3.84% | 0.67 CHF | 0.69 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 52'932 CHF | 17'189 CHF | 99.13% | 99.13% |
30.04.2024 | 3.58% | 0.66 CHF | 0.69 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'417 CHF | 17'301 CHF | 100.00% | 100.00% |
29.04.2024 | 3.71% | 0.67 CHF | 0.69 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'877 CHF | 17'473 CHF | 100.00% | 100.00% |
26.04.2024 | 2.38% | 0.66 CHF | 0.68 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'118 CHF | 16'998 CHF | 83.98% | 83.98% |
25.04.2024 | 1.58% | 0.66 CHF | 0.67 CHF | 80'000 | 25'000 | 82'893 | 25'000 | 51'970 CHF | 15'957 CHF | 98.91% | 98.91% |
24.04.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 53'325 CHF | 15'063 CHF | 100.00% | 100.00% |