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 | 2.16% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 111'890 | 100'000 | 51'248 CHF | 46'816 CHF | 99.99% | 99.99% |
07.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 52'212 CHF | 48'466 CHF | 99.95% | 99.95% |
06.05.2024 | 3.16% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 95'824 | 92'150 | 47'534 CHF | 46'773 CHF | 99.99% | 99.99% |
03.05.2024 | 4.08% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 92'694 | 85'982 | 44'864 CHF | 42'721 CHF | 97.28% | 97.28% |
02.05.2024 | 3.26% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 113'066 | 94'453 | 48'819 CHF | 41'801 CHF | 99.42% | 99.42% |
30.04.2024 | 3.03% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 116'980 | 95'981 | 50'135 CHF | 42'190 CHF | 98.34% | 98.34% |
29.04.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 119'806 | 100'000 | 53'021 CHF | 45'259 CHF | 99.93% | 99.93% |
26.04.2024 | 3.40% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 110'504 | 93'125 | 48'860 CHF | 42'214 CHF | 95.36% | 95.36% |
25.04.2024 | 4.90% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 101'607 | 85'212 | 44'066 CHF | 38'004 CHF | 96.19% | 96.19% |
24.04.2024 | 2.82% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 116'139 | 96'911 | 50'055 CHF | 42'779 CHF | 97.60% | 97.60% |