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 | 1.05% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'731 CHF | 47'776 CHF | 100.00% | 100.00% |
07.05.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'107 CHF | 43'922 CHF | 98.92% | 98.92% |
06.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'018 CHF | 43'015 CHF | 100.00% | 100.00% |
03.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 66'892 | 50'000 | 55'780 CHF | 42'218 CHF | 98.62% | 98.62% |
02.05.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 66'474 | 50'000 | 55'065 CHF | 41'948 CHF | 99.13% | 99.13% |
30.04.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'650 CHF | 43'541 CHF | 100.00% | 100.00% |
29.04.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'903 CHF | 44'586 CHF | 100.00% | 100.00% |
26.04.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'498 CHF | 44'248 CHF | 99.60% | 99.60% |
25.04.2024 | 1.82% | 0.86 CHF | 0.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'419 CHF | 21'813 CHF | 99.33% | 99.33% |
24.04.2024 | 2.22% | 0.80 CHF | 0.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'837 CHF | 19'259 CHF | 97.22% | 97.22% |