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 | 4.46% | 0.46 CHF | 0.49 CHF | 110'000 | 50'000 | 108'373 | 50'000 | 52'131 CHF | 25'179 CHF | 99.43% | 99.43% |
07.05.2024 | 5.28% | 0.43 CHF | 0.45 CHF | 120'000 | 50'000 | 129'705 | 50'000 | 51'785 CHF | 21'109 CHF | 96.12% | 96.12% |
06.05.2024 | 5.72% | 0.41 CHF | 0.43 CHF | 130'000 | 50'000 | 139'386 | 50'000 | 51'841 CHF | 19'736 CHF | 97.81% | 97.81% |
03.05.2024 | 4.72% | 0.33 CHF | 0.36 CHF | 160'000 | 50'000 | 170'886 | 50'000 | 51'659 CHF | 15'939 CHF | 92.05% | 92.05% |
02.05.2024 | 4.19% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 189'245 | 50'000 | 51'050 CHF | 14'101 CHF | 99.40% | 99.40% |
30.04.2024 | 4.00% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 155'533 | 50'000 | 51'800 CHF | 17'464 CHF | 91.76% | 91.76% |
29.04.2024 | 4.76% | 0.42 CHF | 0.44 CHF | 120'000 | 50'000 | 114'227 | 50'000 | 51'897 CHF | 23'868 CHF | 97.46% | 97.46% |
26.04.2024 | 3.29% | 0.44 CHF | 0.46 CHF | 120'000 | 50'000 | 131'780 | 50'000 | 51'895 CHF | 20'440 CHF | 95.44% | 95.44% |
25.04.2024 | 3.44% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 154'222 | 50'000 | 51'611 CHF | 17'750 CHF | 96.21% | 96.21% |
24.04.2024 | 2.49% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 112'492 | 50'000 | 52'210 CHF | 23'864 CHF | 98.92% | 98.92% |