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 | 1.98% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 107'076 | 107'076 | 53'475 CHF | 54'546 CHF | 99.39% | 99.39% |
07.05.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 113'866 | 113'866 | 55'606 CHF | 56'745 CHF | 84.48% | 84.48% |
06.05.2024 | 2.62% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 143'646 | 143'646 | 53'914 CHF | 55'350 CHF | 95.51% | 95.51% |
03.05.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 164'644 | 164'644 | 54'058 CHF | 55'705 CHF | 99.38% | 99.38% |
02.05.2024 | 3.20% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 173'956 | 173'956 | 53'567 CHF | 55'307 CHF | 99.38% | 99.38% |
30.04.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 174'896 | 174'896 | 53'755 CHF | 55'504 CHF | 99.43% | 99.43% |
29.04.2024 | 2.62% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 143'781 | 143'781 | 54'228 CHF | 55'666 CHF | 97.85% | 97.85% |
26.04.2024 | 1.48% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 84'424 | 84'423 | 56'417 CHF | 57'261 CHF | 86.40% | 86.40% |
25.04.2024 | 2.06% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 118'969 | 118'969 | 58'162 CHF | 59'352 CHF | 81.57% | 81.57% |
24.04.2024 | 2.54% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 142'336 | 142'336 | 55'261 CHF | 56'684 CHF | 99.38% | 99.38% |