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 | 2.64% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 137'795 | 50'000 | 51'553 CHF | 19'224 CHF | 100.00% | 100.00% |
07.05.2024 | 2.21% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 115'900 | 50'000 | 51'921 CHF | 22'939 CHF | 98.92% | 98.92% |
06.05.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 51'509 CHF | 23'913 CHF | 100.00% | 100.00% |
03.05.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 109'818 | 50'000 | 53'277 CHF | 24'758 CHF | 98.64% | 98.64% |
02.05.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 106'069 | 50'000 | 52'043 CHF | 25'052 CHF | 99.13% | 99.13% |
30.04.2024 | 2.15% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 112'189 | 50'000 | 51'696 CHF | 23'562 CHF | 100.00% | 100.00% |
29.04.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 52'877 CHF | 22'532 CHF | 100.00% | 100.00% |
26.04.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 118'991 | 50'000 | 53'279 CHF | 22'893 CHF | 99.60% | 99.60% |
25.04.2024 | 3.49% | 0.46 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'523 CHF | 11'931 CHF | 97.45% | 97.45% |
24.04.2024 | 3.22% | 0.52 CHF | 0.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'000 CHF | 14'459 CHF | 99.95% | 99.95% |