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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 130'115 | 100'000 | 51'009 CHF | 40'204 CHF | 99.99% | 99.99% |
07.05.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 127'790 | 100'000 | 52'238 CHF | 41'897 CHF | 99.96% | 99.96% |
06.05.2024 | 3.62% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 110'187 | 92'150 | 47'541 CHF | 40'790 CHF | 99.99% | 99.99% |
03.05.2024 | 4.71% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 106'384 | 85'886 | 44'482 CHF | 37'017 CHF | 97.42% | 97.42% |
02.05.2024 | 3.20% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 136'426 | 97'516 | 50'002 CHF | 36'749 CHF | 95.54% | 95.54% |
30.04.2024 | 3.57% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 136'708 | 95'984 | 49'562 CHF | 35'864 CHF | 98.41% | 98.41% |
29.04.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 139'527 | 100'000 | 52'649 CHF | 38'738 CHF | 99.94% | 99.94% |
26.04.2024 | 3.99% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 128'486 | 93'132 | 48'395 CHF | 36'114 CHF | 95.45% | 95.45% |
25.04.2024 | 5.83% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 117'951 | 85'048 | 43'423 CHF | 32'341 CHF | 96.43% | 96.43% |
24.04.2024 | 3.33% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 135'552 | 96'912 | 49'377 CHF | 36'312 CHF | 97.61% | 97.61% |