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 | 2.37% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'316 | 125'316 | 52'208 CHF | 53'461 CHF | 100.00% | 100.00% |
07.05.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 57'891 CHF | 59'391 CHF | 99.79% | 99.79% |
06.05.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 142'940 | 142'941 | 55'795 CHF | 57'225 CHF | 99.77% | 99.77% |
03.05.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 143'622 | 143'622 | 55'995 CHF | 57'432 CHF | 100.00% | 100.00% |
02.05.2024 | 2.59% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 149'739 | 149'738 | 57'058 CHF | 58'555 CHF | 100.00% | 100.00% |
30.04.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 149'963 | 149'961 | 55'093 CHF | 56'592 CHF | 100.00% | 100.00% |
29.04.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'176 CHF | 53'426 CHF | 94.84% | 94.84% |
26.04.2024 | 2.40% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 126'143 | 126'144 | 51'844 CHF | 53'106 CHF | 100.00% | 100.00% |
25.04.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 144'909 | 144'910 | 55'669 CHF | 57'119 CHF | 84.42% | 84.42% |
24.04.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'444 CHF | 53'694 CHF | 100.00% | 100.00% |