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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 82'405 | 50'000 | 51'704 CHF | 31'883 CHF | 98.68% | 98.68% |
08.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'431 CHF | 33'894 CHF | 100.00% | 100.00% |
07.05.2024 | 1.46% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'475 CHF | 34'547 CHF | 99.98% | 99.98% |
06.05.2024 | 2.33% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 73'132 | 46'075 | 49'506 CHF | 31'699 CHF | 100.00% | 100.00% |
03.05.2024 | 2.95% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 67'851 | 43'058 | 46'183 CHF | 29'828 CHF | 97.08% | 97.08% |
02.05.2024 | 1.99% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 74'902 | 47'228 | 52'602 CHF | 33'678 CHF | 99.47% | 99.47% |
30.04.2024 | 1.84% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 66'548 | 47'698 | 48'339 CHF | 35'155 CHF | 99.20% | 99.20% |
29.04.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 70'111 | 50'000 | 51'952 CHF | 37'552 CHF | 99.98% | 99.98% |
26.04.2024 | 1.96% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 64'849 | 46'566 | 49'744 CHF | 36'230 CHF | 95.46% | 95.46% |
25.04.2024 | 2.68% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 58'642 | 42'428 | 45'884 CHF | 33'726 CHF | 96.44% | 96.44% |