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 | 2.00% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 105'206 | 50'000 | 52'121 CHF | 25'296 CHF | 100.00% | 100.00% |
07.05.2024 | 1.74% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 92'122 | 50'000 | 52'600 CHF | 29'078 CHF | 98.92% | 98.92% |
06.05.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'073 CHF | 29'985 CHF | 100.00% | 100.00% |
03.05.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'507 CHF | 30'782 CHF | 98.62% | 98.62% |
02.05.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 89'060 | 50'000 | 54'481 CHF | 31'097 CHF | 99.13% | 99.13% |
30.04.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'177 | 50'000 | 52'633 CHF | 29'687 CHF | 100.00% | 100.00% |
29.04.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 91'624 | 50'000 | 51'415 CHF | 28'568 CHF | 100.00% | 100.00% |
26.04.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'131 CHF | 28'906 CHF | 99.60% | 99.60% |
25.04.2024 | 2.99% | 0.58 CHF | 0.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'544 CHF | 14'985 CHF | 99.33% | 99.33% |
24.04.2024 | 2.24% | 0.64 CHF | 0.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'105 CHF | 17'492 CHF | 97.22% | 97.22% |