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 | 3.57% | 0.75 CHF | 0.77 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 51'901 CHF | 19'211 CHF | 100.00% | 100.00% |
08.05.2024 | 3.45% | 0.74 CHF | 0.77 CHF | 70'000 | 25'000 | 77'496 | 25'000 | 53'998 CHF | 18'060 CHF | 100.00% | 100.00% |
07.05.2024 | 3.88% | 0.69 CHF | 0.72 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 54'748 CHF | 17'786 CHF | 20.31% | 20.31% |
06.05.2024 | 4.25% | 0.63 CHF | 0.66 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 51'285 CHF | 16'723 CHF | 41.88% | 41.88% |
03.05.2024 | 4.26% | 0.63 CHF | 0.65 CHF | 80'000 | 25'000 | 88'666 | 25'000 | 54'884 CHF | 16'153 CHF | 98.64% | 98.64% |
02.05.2024 | 4.55% | 0.58 CHF | 0.61 CHF | 90'000 | 25'000 | 90'156 | 25'000 | 52'336 CHF | 15'189 CHF | 99.13% | 99.13% |
30.04.2024 | 4.05% | 0.58 CHF | 0.61 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 52'894 CHF | 15'301 CHF | 100.00% | 100.00% |
29.04.2024 | 4.20% | 0.59 CHF | 0.61 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 53'412 CHF | 15'473 CHF | 100.00% | 100.00% |
26.04.2024 | 2.74% | 0.58 CHF | 0.60 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 52'420 CHF | 14'965 CHF | 83.98% | 83.98% |
25.04.2024 | 1.83% | 0.58 CHF | 0.59 CHF | 90'000 | 25'000 | 96'459 | 25'000 | 52'088 CHF | 13'810 CHF | 45.49% | 45.49% |