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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 4.24% | 0.24 CHF | 0.25 CHF | 220'000 | 220'000 | 107'317 | 107'317 | 26'413 CHF | 27'524 CHF | 100.00% | 100.00% |
08.05.2024 | 3.96% | 0.21 CHF | 0.22 CHF | 220'000 | 220'000 | 104'007 | 104'007 | 25'553 CHF | 26'594 CHF | 98.73% | 98.73% |
07.05.2024 | 3.12% | 0.33 CHF | 0.34 CHF | 210'000 | 210'000 | 102'981 | 102'981 | 33'515 CHF | 34'547 CHF | 99.67% | 99.67% |
06.05.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 210'000 | 210'000 | 102'970 | 102'970 | 32'329 CHF | 33'360 CHF | 100.00% | 100.00% |
03.05.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 220'000 | 220'000 | 97'231 | 97'231 | 28'230 CHF | 29'204 CHF | 99.99% | 99.99% |
02.05.2024 | 3.55% | 0.27 CHF | 0.28 CHF | 220'000 | 220'000 | 103'030 | 103'030 | 28'312 CHF | 29'343 CHF | 100.00% | 100.00% |
30.04.2024 | 3.00% | 0.30 CHF | 0.31 CHF | 210'000 | 210'000 | 102'268 | 102'268 | 33'700 CHF | 34'724 CHF | 99.27% | 99.27% |
29.04.2024 | 2.62% | 0.35 CHF | 0.36 CHF | 210'000 | 210'000 | 102'141 | 102'141 | 38'041 CHF | 39'064 CHF | 99.56% | 99.56% |
26.04.2024 | 3.58% | 0.38 CHF | 0.39 CHF | 210'000 | 210'000 | 71'729 | 71'729 | 27'001 CHF | 27'897 CHF | 99.25% | 99.25% |
25.04.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 190'000 | 190'000 | 92'863 | 92'863 | 61'314 CHF | 62'244 CHF | 100.00% | 100.00% |