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 | 11.58% | 0.01 CHF | 0.08 CHF | 75'000 | 75'000 | 165'895 | 75'000 | 13'835 CHF | 7'002 CHF | 7.94% | 9.43% |
07.05.2024 | 12.75% | 0.12 CHF | 0.13 CHF | 166'556 | 100'000 | 76'379 | 61'311 | 9'526 CHF | 8'668 CHF | 98.92% | 98.92% |
06.05.2024 | 2.32% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 121'455 | 100'000 | 51'839 CHF | 43'839 CHF | 99.38% | 99.38% |
03.05.2024 | 1.84% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 101'820 | 100'000 | 55'192 CHF | 55'319 CHF | 98.61% | 98.61% |
02.05.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'477 CHF | 65'477 CHF | 99.13% | 99.13% |
30.04.2024 | 1.67% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'442 CHF | 60'442 CHF | 99.73% | 99.73% |
29.04.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'271 CHF | 59'271 CHF | 100.00% | 100.00% |
26.04.2024 | 1.57% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'429 CHF | 64'429 CHF | 99.47% | 99.47% |
25.04.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'933 CHF | 71'933 CHF | 99.41% | 99.41% |
24.04.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'051 CHF | 65'051 CHF | 100.00% | 100.00% |