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 | 9.02% | 0.18 CHF | 0.20 CHF | 263'263 | 50'000 | 233'584 | 50'000 | 50'205 CHF | 11'883 CHF | 62.50% | 62.50% |
07.05.2024 | 6.51% | 0.29 CHF | 0.31 CHF | 180'000 | 50'000 | 170'461 | 50'000 | 51'433 CHF | 16'142 CHF | 96.43% | 96.43% |
06.05.2024 | 6.14% | 0.32 CHF | 0.34 CHF | 160'000 | 50'000 | 160'882 | 50'000 | 52'024 CHF | 17'209 CHF | 100.00% | 100.00% |
03.05.2024 | 7.11% | 0.29 CHF | 0.31 CHF | 180'000 | 50'000 | 184'198 | 50'000 | 51'397 CHF | 15'013 CHF | 97.68% | 97.68% |
02.05.2024 | 7.02% | 0.28 CHF | 0.30 CHF | 180'000 | 50'000 | 181'572 | 50'000 | 50'989 CHF | 15'069 CHF | 99.40% | 99.40% |
30.04.2024 | 6.34% | 0.30 CHF | 0.32 CHF | 170'000 | 50'000 | 156'904 | 50'000 | 51'578 CHF | 17'577 CHF | 100.00% | 100.00% |
29.04.2024 | 5.89% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 148'017 | 50'000 | 51'249 CHF | 18'384 CHF | 100.00% | 100.00% |
26.04.2024 | 6.04% | 0.34 CHF | 0.36 CHF | 150'000 | 50'000 | 161'918 | 50'000 | 52'045 CHF | 17'100 CHF | 99.21% | 99.21% |
25.04.2024 | 6.52% | 0.31 CHF | 0.33 CHF | 170'000 | 50'000 | 159'635 | 50'000 | 52'027 CHF | 17'430 CHF | 96.17% | 96.17% |
24.04.2024 | 5.49% | 0.36 CHF | 0.38 CHF | 140'000 | 50'000 | 140'350 | 50'000 | 52'288 CHF | 19'690 CHF | 100.00% | 100.00% |