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 | 5.10% | 0.46 CHF | 0.49 CHF | 98'809 | 25'000 | 98'956 | 25'000 | 46'228 CHF | 12'289 CHF | 100.00% | 100.00% |
08.05.2024 | 5.43% | 0.47 CHF | 0.49 CHF | 99'199 | 25'000 | 99'863 | 25'000 | 50'854 CHF | 13'440 CHF | 100.00% | 100.00% |
07.05.2024 | 4.74% | 0.52 CHF | 0.54 CHF | 100'000 | 25'000 | 100'000 | 25'000 | 52'310 CHF | 13'714 CHF | 20.31% | 20.31% |
06.05.2024 | 5.18% | 0.57 CHF | 0.60 CHF | 90'000 | 25'000 | 90'437 | 25'000 | 50'746 CHF | 14'777 CHF | 41.88% | 41.88% |
03.05.2024 | 4.86% | 0.58 CHF | 0.61 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 52'853 CHF | 15'412 CHF | 98.64% | 98.64% |
02.05.2024 | 4.10% | 0.62 CHF | 0.65 CHF | 90'000 | 25'000 | 83'016 | 25'000 | 52'138 CHF | 16'366 CHF | 99.13% | 99.13% |
30.04.2024 | 4.01% | 0.63 CHF | 0.65 CHF | 80'000 | 25'000 | 84'459 | 25'000 | 52'797 CHF | 16'279 CHF | 100.00% | 100.00% |
29.04.2024 | 3.96% | 0.62 CHF | 0.65 CHF | 90'000 | 25'000 | 88'811 | 25'000 | 54'983 CHF | 16'108 CHF | 100.00% | 100.00% |
26.04.2024 | 2.24% | 0.64 CHF | 0.66 CHF | 80'000 | 25'000 | 80'361 | 25'000 | 51'250 CHF | 16'308 CHF | 83.98% | 83.98% |
25.04.2024 | 1.47% | 0.64 CHF | 0.65 CHF | 80'000 | 25'000 | 78'753 | 25'000 | 53'233 CHF | 17'170 CHF | 98.91% | 98.91% |