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 | 2.44% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 37'632 | 37'632 | 25'791 CHF | 26'323 CHF | 98.28% | 98.28% |
06.05.2024 | 2.74% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 37'547 | 37'547 | 26'375 CHF | 26'906 CHF | 98.25% | 98.25% |
03.05.2024 | 3.60% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 74'729 | 74'729 | 39'377 CHF | 40'438 CHF | 99.54% | 99.54% |
02.05.2024 | 4.45% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 75'245 | 75'245 | 29'522 CHF | 30'586 CHF | 98.14% | 98.14% |
30.04.2024 | 2.76% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 37'639 | 37'639 | 24'661 CHF | 25'193 CHF | 97.71% | 97.71% |
29.04.2024 | 2.68% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 38'040 | 38'040 | 23'602 CHF | 24'137 CHF | 96.02% | 96.02% |
26.04.2024 | 3.62% | 0.62 CHF | 0.63 CHF | 200'000 | 200'000 | 75'580 | 75'580 | 40'185 CHF | 41'252 CHF | 96.32% | 96.32% |
25.04.2024 | 7.09% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 74'016 | 74'016 | 24'201 CHF | 25'521 CHF | 95.11% | 95.11% |
24.04.2024 | 3.32% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 75'597 | 75'597 | 37'905 CHF | 38'972 CHF | 97.13% | 97.13% |
23.04.2024 | 4.68% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 75'112 | 75'112 | 29'809 CHF | 30'872 CHF | 98.51% | 98.51% |