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 | 2.16% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 113'294 | 100'000 | 51'851 CHF | 46'789 CHF | 99.92% | 99.92% |
06.05.2024 | 3.30% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 101'169 | 92'150 | 48'184 CHF | 44'921 CHF | 99.99% | 99.99% |
03.05.2024 | 4.16% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 94'242 | 86'023 | 45'626 CHF | 42'707 CHF | 97.23% | 97.23% |
02.05.2024 | 2.95% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 103'797 | 94'455 | 48'761 CHF | 45'399 CHF | 99.47% | 99.47% |
30.04.2024 | 2.94% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 108'158 | 95'415 | 49'234 CHF | 44'487 CHF | 99.20% | 99.20% |
29.04.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 51'858 CHF | 48'144 CHF | 99.95% | 99.95% |
26.04.2024 | 3.26% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 105'081 | 93'126 | 48'301 CHF | 43'860 CHF | 95.37% | 95.37% |
25.04.2024 | 4.55% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 98'867 | 85'205 | 44'708 CHF | 39'606 CHF | 96.20% | 96.20% |
24.04.2024 | 2.55% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 106'482 | 96'911 | 50'863 CHF | 47'305 CHF | 97.60% | 97.60% |
23.04.2024 | 2.86% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 93'328 | 93'328 | 48'707 CHF | 49'741 CHF | 96.03% | 96.03% |