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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 1.71% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 78'419 | 75'000 | 55'599 CHF | 54'114 CHF | 98.92% | 98.92% |
06.05.2024 | 2.08% | 0.65 CHF | 0.67 CHF | 80'000 | 75'000 | 83'715 | 75'000 | 52'679 CHF | 48'241 CHF | 100.00% | 100.00% |
03.05.2024 | 1.76% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'892 CHF | 61'972 CHF | 93.60% | 93.60% |
02.05.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 105'043 | 100'000 | 52'391 CHF | 50'973 CHF | 99.13% | 99.13% |
30.04.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 134'140 | 100'000 | 51'717 CHF | 39'612 CHF | 100.00% | 100.00% |
29.04.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 146'739 | 100'000 | 51'707 CHF | 36'291 CHF | 100.00% | 100.00% |
26.04.2024 | 3.24% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 170'481 | 100'000 | 51'745 CHF | 31'389 CHF | 90.81% | 90.81% |
25.04.2024 | 4.14% | 0.24 CHF | 0.25 CHF | 189'245 | 100'000 | 189'072 | 100'000 | 44'998 CHF | 24'811 CHF | 70.78% | 70.78% |
24.04.2024 | 3.24% | 0.24 CHF | 0.25 CHF | 189'035 | 100'000 | 169'308 | 100'000 | 51'493 CHF | 31'516 CHF | 88.36% | 88.36% |
23.04.2024 | 3.17% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 166'094 | 100'000 | 51'624 CHF | 32'117 CHF | 99.90% | 99.90% |