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 | 13.33% | 0.01 CHF | 0.08 CHF | 116'752 | 50'000 | 118'977 | 50'000 | 8'328 CHF | 4'000 CHF | 0.26% | 1.14% |
06.05.2024 | 3.79% | 0.25 CHF | 0.26 CHF | 129'021 | 50'000 | 129'793 | 50'000 | 33'649 CHF | 13'460 CHF | 100.00% | 100.00% |
03.05.2024 | 3.60% | 0.26 CHF | 0.27 CHF | 129'660 | 50'000 | 130'983 | 50'000 | 36'089 CHF | 14'259 CHF | 98.63% | 98.63% |
02.05.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 137'303 | 50'000 | 137'032 | 50'000 | 48'425 CHF | 18'167 CHF | 99.12% | 99.12% |
30.04.2024 | 2.90% | 0.36 CHF | 0.37 CHF | 137'875 | 50'000 | 136'011 | 50'000 | 46'210 CHF | 17'485 CHF | 100.00% | 100.00% |
29.04.2024 | 2.74% | 0.34 CHF | 0.35 CHF | 136'185 | 50'000 | 136'869 | 50'000 | 49'267 CHF | 18'499 CHF | 100.00% | 100.00% |
26.04.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 131'838 | 50'000 | 51'288 CHF | 19'958 CHF | 99.60% | 99.60% |
25.04.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 131'179 | 50'000 | 51'815 CHF | 20'261 CHF | 99.23% | 99.23% |
24.04.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 132'972 | 50'000 | 51'832 CHF | 20'001 CHF | 100.00% | 100.00% |
23.04.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 130'000 | 50'000 | 51'462 CHF | 20'293 CHF | 100.00% | 100.00% |