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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 3.73% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 131'612 | 94'455 | 48'772 CHF | 36'025 CHF | 99.47% | 99.47% |
30.04.2024 | 3.73% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 136'865 | 95'488 | 48'718 CHF | 35'035 CHF | 99.11% | 99.11% |
29.04.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 139'960 | 100'000 | 52'086 CHF | 38'216 CHF | 99.95% | 99.95% |
26.04.2024 | 4.14% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 131'868 | 93'131 | 47'590 CHF | 34'646 CHF | 95.45% | 95.45% |
25.04.2024 | 5.49% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 125'216 | 86'729 | 44'218 CHF | 31'682 CHF | 94.00% | 94.00% |
24.04.2024 | 3.21% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 134'325 | 96'911 | 50'804 CHF | 37'672 CHF | 97.61% | 97.61% |
23.04.2024 | 3.53% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 112'435 | 93'327 | 47'535 CHF | 40'488 CHF | 96.03% | 96.03% |
22.04.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 117'730 | 99'710 | 52'778 CHF | 45'720 CHF | 100.00% | 100.00% |
19.04.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'162 | 100'000 | 52'048 CHF | 48'251 CHF | 99.84% | 99.84% |
18.04.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 116'771 | 100'000 | 52'687 CHF | 46'143 CHF | 99.14% | 99.14% |