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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 1.94% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 102'122 | 50'000 | 52'188 CHF | 26'078 CHF | 98.92% | 98.92% |
06.05.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'970 CHF | 26'985 CHF | 100.00% | 100.00% |
03.05.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 99'791 | 50'000 | 54'447 CHF | 27'782 CHF | 98.62% | 98.62% |
02.05.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 95'887 | 50'000 | 52'880 CHF | 28'097 CHF | 99.13% | 99.13% |
30.04.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'067 | 50'000 | 52'526 CHF | 26'746 CHF | 100.00% | 100.00% |
29.04.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 101'182 | 50'000 | 50'769 CHF | 25'595 CHF | 100.00% | 100.00% |
26.04.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 50'820 CHF | 25'910 CHF | 99.60% | 99.60% |
25.04.2024 | 3.05% | 0.52 CHF | 0.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'081 CHF | 13'485 CHF | 99.33% | 99.33% |
24.04.2024 | 2.56% | 0.58 CHF | 0.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'581 CHF | 15'985 CHF | 100.00% | 100.00% |
23.04.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'918 CHF | 33'573 CHF | 100.00% | 100.00% |