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 | 4.74% | 0.17 CHF | 0.18 CHF | 113'619 | 50'000 | 115'269 | 50'000 | 23'892 CHF | 10'859 CHF | 100.00% | 100.00% |
07.05.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 115'982 | 50'000 | 116'083 | 50'000 | 26'580 CHF | 11'941 CHF | 98.55% | 98.55% |
06.05.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 108'772 | 50'000 | 52'279 CHF | 24'542 CHF | 100.00% | 100.00% |
03.05.2024 | 2.00% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 105'117 | 50'000 | 52'040 CHF | 25'312 CHF | 98.64% | 98.64% |
02.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'774 CHF | 29'263 CHF | 99.13% | 99.13% |
30.04.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 93'243 | 50'000 | 52'244 CHF | 28'536 CHF | 100.00% | 100.00% |
29.04.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'234 CHF | 29'519 CHF | 100.00% | 100.00% |
26.04.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'900 CHF | 31'000 CHF | 99.60% | 99.60% |
25.04.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 87'029 | 50'000 | 53'587 CHF | 31'314 CHF | 99.43% | 99.43% |
24.04.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 89'514 | 50'000 | 54'863 CHF | 31'150 CHF | 100.00% | 100.00% |