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 | 2.02% | 0.49 CHF | 0.50 CHF | 110'000 | 30'000 | 107'873 | 30'000 | 52'836 CHF | 15'002 CHF | 98.50% | 98.50% |
07.05.2024 | 2.07% | 0.50 CHF | 0.51 CHF | 110'000 | 30'000 | 110'416 | 30'000 | 52'886 CHF | 14'700 CHF | 95.23% | 95.23% |
06.05.2024 | 2.65% | 0.41 CHF | 0.42 CHF | 130'000 | 30'000 | 139'105 | 30'000 | 51'703 CHF | 11'498 CHF | 99.57% | 99.57% |
03.05.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 160'000 | 30'000 | 159'372 | 30'000 | 51'544 CHF | 10'023 CHF | 89.20% | 89.20% |
02.05.2024 | 3.54% | 0.30 CHF | 0.31 CHF | 170'000 | 30'000 | 166'979 | 29'251 | 50'061 CHF | 9'086 CHF | 96.84% | 96.84% |
30.04.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 180'000 | 30'000 | 172'505 | 30'000 | 51'418 CHF | 9'254 CHF | 99.46% | 99.46% |
29.04.2024 | 2.66% | 0.34 CHF | 0.35 CHF | 150'000 | 30'000 | 140'161 | 30'000 | 51'961 CHF | 11'598 CHF | 97.04% | 97.04% |
26.04.2024 | 1.50% | 0.63 CHF | 0.64 CHF | 80'000 | 30'000 | 80'295 | 30'000 | 53'122 CHF | 20'152 CHF | 88.82% | 88.82% |
25.04.2024 | 1.61% | 0.67 CHF | 0.68 CHF | 80'000 | 30'000 | 85'900 | 30'000 | 52'804 CHF | 18'803 CHF | 41.60% | 41.60% |
24.04.2024 | 2.60% | 0.36 CHF | 0.37 CHF | 150'000 | 30'000 | 135'864 | 30'000 | 51'623 CHF | 11'709 CHF | 97.57% | 97.57% |