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 | 2.81% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 80'013 | 75'000 | 50'551 CHF | 48'734 CHF | 98.83% | 98.83% |
07.05.2024 | 3.05% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 83'178 | 75'000 | 52'157 CHF | 48'515 CHF | 96.43% | 96.43% |
06.05.2024 | 2.93% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 51'136 CHF | 49'363 CHF | 100.00% | 100.00% |
03.05.2024 | 2.51% | 0.62 CHF | 0.64 CHF | 90'000 | 75'000 | 84'237 | 75'000 | 52'662 CHF | 48'108 CHF | 97.93% | 97.93% |
02.05.2024 | 2.92% | 0.59 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'341 CHF | 44'910 CHF | 99.40% | 99.40% |
30.04.2024 | 3.03% | 0.59 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'777 CHF | 45'334 CHF | 100.00% | 100.00% |
29.04.2024 | 3.41% | 0.56 CHF | 0.58 CHF | 90'000 | 75'000 | 95'876 | 75'000 | 52'838 CHF | 42'795 CHF | 100.00% | 100.00% |
26.04.2024 | 3.34% | 0.56 CHF | 0.58 CHF | 90'000 | 75'000 | 98'821 | 75'000 | 54'130 CHF | 42'487 CHF | 99.22% | 99.22% |
25.04.2024 | 3.26% | 0.52 CHF | 0.54 CHF | 100'000 | 75'000 | 99'849 | 75'000 | 52'794 CHF | 40'973 CHF | 99.02% | 99.02% |
24.04.2024 | 2.93% | 0.56 CHF | 0.58 CHF | 90'000 | 75'000 | 95'051 | 75'000 | 52'702 CHF | 42'843 CHF | 100.00% | 100.00% |