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 | 3.48% | 0.40 CHF | 0.42 CHF | 130'000 | 50'000 | 130'911 | 50'000 | 51'604 CHF | 20'413 CHF | 93.51% | 93.51% |
06.05.2024 | 3.99% | 0.37 CHF | 0.39 CHF | 140'000 | 50'000 | 140'000 | 50'000 | 52'023 CHF | 19'335 CHF | 86.92% | 86.92% |
03.05.2024 | 4.01% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 138'875 | 50'000 | 51'462 CHF | 19'300 CHF | 94.51% | 94.51% |
02.05.2024 | 4.24% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 140'583 | 50'000 | 52'024 CHF | 19'315 CHF | 91.32% | 91.32% |
30.04.2024 | 4.28% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 143'116 | 50'000 | 51'586 CHF | 18'820 CHF | 100.00% | 100.00% |
29.04.2024 | 3.49% | 0.39 CHF | 0.41 CHF | 130'000 | 50'000 | 138'591 | 50'000 | 51'982 CHF | 19'425 CHF | 74.55% | 74.55% |
26.04.2024 | 4.44% | 0.38 CHF | 0.40 CHF | 140'000 | 50'000 | 140'869 | 50'000 | 50'889 CHF | 18'886 CHF | 99.26% | 99.26% |
25.04.2024 | 3.75% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 141'561 | 50'000 | 51'932 CHF | 19'052 CHF | 98.91% | 98.91% |
24.04.2024 | 3.95% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 140'492 | 50'000 | 51'477 CHF | 19'069 CHF | 100.00% | 100.00% |
23.04.2024 | 4.45% | 0.37 CHF | 0.39 CHF | 140'000 | 50'000 | 143'615 | 50'000 | 51'645 CHF | 18'810 CHF | 93.80% | 93.80% |