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 | 2.86% | 0.45 CHF | 0.46 CHF | 111'078 | 50'000 | 111'747 | 50'000 | 49'054 CHF | 22'586 CHF | 98.92% | 98.92% |
06.05.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 112'265 | 50'000 | 112'418 | 49'867 | 47'337 CHF | 21'509 CHF | 100.00% | 100.00% |
03.05.2024 | 5.26% | 0.42 CHF | 0.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'562 CHF | 11'133 CHF | 98.63% | 98.63% |
02.05.2024 | 2.77% | 0.40 CHF | 0.41 CHF | 115'081 | 50'000 | 114'649 | 50'000 | 46'563 CHF | 20'878 CHF | 99.13% | 99.13% |
30.04.2024 | 2.78% | 0.40 CHF | 0.41 CHF | 115'964 | 50'000 | 114'716 | 50'000 | 46'421 CHF | 20'812 CHF | 100.00% | 100.00% |
29.04.2024 | 2.76% | 0.42 CHF | 0.43 CHF | 113'978 | 50'000 | 113'585 | 50'000 | 47'892 CHF | 21'674 CHF | 100.00% | 100.00% |
26.04.2024 | 2.59% | 0.43 CHF | 0.44 CHF | 113'065 | 50'000 | 112'708 | 50'000 | 49'023 CHF | 22'320 CHF | 99.26% | 99.26% |
25.04.2024 | 2.45% | 0.43 CHF | 0.44 CHF | 113'056 | 50'000 | 112'345 | 50'000 | 49'831 CHF | 22'729 CHF | 98.90% | 98.90% |
24.04.2024 | 2.42% | 0.45 CHF | 0.46 CHF | 111'669 | 50'000 | 110'558 | 50'000 | 50'479 CHF | 23'390 CHF | 81.13% | 81.13% |
23.04.2024 | 2.47% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'276 | 50'000 | 50'789 CHF | 23'605 CHF | 64.76% | 64.76% |