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 | 10.34% | 0.05 CHF | 0.07 CHF | 113'313 | 50'000 | 115'292 | 50'000 | 10'813 CHF | 5'186 CHF | 99.70% | 100.00% |
07.05.2024 | 8.53% | 0.11 CHF | 0.12 CHF | 115'870 | 50'000 | 116'125 | 50'000 | 13'393 CHF | 6'259 CHF | 98.56% | 98.56% |
06.05.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 129'113 | 50'000 | 129'753 | 50'000 | 47'682 CHF | 18'873 CHF | 100.00% | 100.00% |
03.05.2024 | 2.59% | 0.36 CHF | 0.37 CHF | 129'553 | 50'000 | 128'866 | 50'000 | 49'272 CHF | 19'640 CHF | 94.47% | 94.47% |
02.05.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 112'195 | 50'000 | 51'849 CHF | 23'620 CHF | 99.12% | 99.12% |
30.04.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 117'552 | 50'000 | 52'586 CHF | 22'880 CHF | 100.00% | 100.00% |
29.04.2024 | 2.11% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 110'739 | 50'000 | 51'850 CHF | 23'927 CHF | 100.00% | 100.00% |
26.04.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 102'065 | 50'000 | 50'841 CHF | 25'414 CHF | 99.60% | 99.60% |
25.04.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 101'799 | 50'000 | 51'206 CHF | 25'662 CHF | 99.23% | 99.23% |
24.04.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 103'609 | 50'000 | 51'518 CHF | 25'375 CHF | 100.00% | 100.00% |