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 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 95'206 | 50'000 | 52'874 CHF | 28'296 CHF | 100.00% | 100.00% |
07.05.2024 | 1.57% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 84'435 | 50'000 | 53'293 CHF | 32'106 CHF | 98.91% | 98.91% |
06.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'005 CHF | 33'003 CHF | 100.00% | 100.00% |
03.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'357 CHF | 33'848 CHF | 98.62% | 98.62% |
02.05.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'755 CHF | 34'097 CHF | 99.13% | 99.13% |
30.04.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 81'343 | 50'000 | 52'427 CHF | 32'746 CHF | 100.00% | 100.00% |
29.04.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 86'919 | 50'000 | 54'030 CHF | 31'595 CHF | 100.00% | 100.00% |
26.04.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 83'146 | 50'000 | 52'206 CHF | 31'910 CHF | 99.60% | 99.60% |
25.04.2024 | 2.65% | 0.64 CHF | 0.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'081 CHF | 16'511 CHF | 99.33% | 99.33% |
24.04.2024 | 2.02% | 0.70 CHF | 0.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'606 CHF | 18'985 CHF | 100.00% | 100.00% |