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 | 1.74% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'228 CHF | 58'228 CHF | 100.00% | 100.00% |
08.05.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 104'338 | 104'339 | 53'111 CHF | 54'155 CHF | 100.00% | 100.00% |
07.05.2024 | 2.22% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'758 CHF | 57'008 CHF | 99.82% | 99.82% |
06.05.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'768 CHF | 57'018 CHF | 99.64% | 99.64% |
03.05.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'146 CHF | 55'396 CHF | 100.00% | 100.00% |
02.05.2024 | 2.31% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'472 CHF | 54'722 CHF | 100.00% | 100.00% |
30.04.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'418 | 125'418 | 52'955 CHF | 54'209 CHF | 100.00% | 100.00% |
29.04.2024 | 2.74% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 150'252 | 150'312 | 54'039 CHF | 55'563 CHF | 99.23% | 99.31% |
26.04.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 152'408 | 152'409 | 52'912 CHF | 54'437 CHF | 98.91% | 98.91% |
25.04.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 130'580 | 130'580 | 53'062 CHF | 54'368 CHF | 84.43% | 84.43% |