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 | 3.01% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 158'272 | 100'000 | 51'833 CHF | 33'944 CHF | 100.00% | 100.00% |
07.05.2024 | 4.48% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 230'755 | 100'000 | 50'343 CHF | 22'928 CHF | 96.64% | 96.64% |
06.05.2024 | 3.64% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 189'242 | 100'000 | 51'116 CHF | 28'311 CHF | 100.00% | 100.00% |
03.05.2024 | 3.84% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 198'582 | 99'973 | 50'717 CHF | 26'568 CHF | 97.93% | 97.93% |
02.05.2024 | 4.09% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 211'211 | 100'000 | 50'555 CHF | 25'012 CHF | 99.41% | 99.41% |
30.04.2024 | 3.29% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 173'445 | 100'000 | 51'819 CHF | 30'897 CHF | 99.91% | 99.91% |
29.04.2024 | 3.29% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 172'456 | 100'000 | 51'607 CHF | 31'014 CHF | 100.00% | 100.00% |
26.04.2024 | 3.11% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 164'267 | 99'974 | 52'080 CHF | 32'788 CHF | 98.56% | 98.56% |
25.04.2024 | 4.80% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 249'463 | 100'000 | 50'670 CHF | 21'486 CHF | 69.18% | 99.02% |
24.04.2024 | 2.31% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 121'421 | 100'000 | 51'941 CHF | 43'808 CHF | 100.00% | 100.00% |