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 | 1.70% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'531 CHF | 59'531 CHF | 99.84% | 99.84% |
06.05.2024 | 1.84% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'905 CHF | 54'905 CHF | 99.83% | 99.83% |
03.05.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'356 CHF | 59'356 CHF | 100.00% | 100.00% |
02.05.2024 | 1.75% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'605 CHF | 57'605 CHF | 100.00% | 100.00% |
30.04.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'187 | 100'187 | 53'088 CHF | 54'090 CHF | 100.00% | 100.00% |
29.04.2024 | 1.91% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 100'521 | 100'521 | 52'008 CHF | 53'013 CHF | 99.91% | 99.91% |
26.04.2024 | 2.07% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 121'123 | 121'123 | 57'772 CHF | 58'983 CHF | 97.86% | 97.86% |
25.04.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 137'844 | 137'844 | 55'579 CHF | 56'957 CHF | 84.58% | 84.58% |
24.04.2024 | 5.91% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 315'347 | 315'347 | 51'770 CHF | 54'923 CHF | 100.00% | 100.00% |
23.04.2024 | 6.17% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 331'673 | 331'673 | 52'109 CHF | 55'426 CHF | 100.00% | 100.00% |