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 | 1.59% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 401'665 | 401'665 | 258'216 CHF | 262'259 CHF | 100.00% | 100.00% |
08.05.2024 | 1.91% | 0.64 CHF | 0.66 CHF | 500'000 | 500'000 | 513'064 | 513'064 | 329'013 CHF | 335'238 CHF | 96.51% | 96.51% |
07.05.2024 | 1.70% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 426'237 | 426'237 | 257'096 CHF | 261'391 CHF | 97.41% | 97.41% |
06.05.2024 | 2.02% | 0.60 CHF | 0.62 CHF | 500'000 | 500'000 | 532'717 | 532'717 | 317'098 CHF | 323'384 CHF | 98.41% | 98.41% |
03.05.2024 | 1.67% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 425'418 | 425'418 | 261'235 CHF | 265'516 CHF | 99.97% | 99.97% |
02.05.2024 | 1.69% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 421'632 | 421'632 | 254'046 CHF | 258'289 CHF | 100.00% | 100.00% |
30.04.2024 | 2.07% | 0.61 CHF | 0.63 CHF | 500'000 | 500'000 | 565'291 | 565'291 | 330'641 CHF | 337'290 CHF | 96.80% | 96.80% |
29.04.2024 | 3.42% | 0.57 CHF | 0.59 CHF | 500'000 | 500'000 | 392'770 | 392'770 | 235'956 CHF | 242'704 CHF | 82.49% | 82.49% |
26.04.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 1'000'000 | 1'000'000 | 606'705 | 606'705 | 406'552 CHF | 412'658 CHF | 99.51% | 99.51% |
25.04.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 1'000'000 | 1'000'000 | 601'885 | 601'885 | 432'741 CHF | 438'789 CHF | 99.86% | 99.86% |