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 | 2.03% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 120'372 | 120'372 | 58'580 CHF | 59'783 CHF | 79.73% | 79.73% |
07.05.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'770 CHF | 60'020 CHF | 86.30% | 86.30% |
06.05.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'984 CHF | 53'234 CHF | 97.96% | 97.96% |
03.05.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'965 CHF | 53'215 CHF | 91.17% | 91.17% |
02.05.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 132'549 | 132'549 | 53'213 CHF | 54'538 CHF | 100.00% | 100.00% |
30.04.2024 | 2.34% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'707 CHF | 53'957 CHF | 100.00% | 100.00% |
29.04.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'070 | 125'070 | 52'349 CHF | 53'599 CHF | 99.89% | 99.89% |
26.04.2024 | 2.34% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 126'792 | 126'792 | 53'635 CHF | 54'903 CHF | 97.84% | 97.84% |
25.04.2024 | 2.23% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'555 CHF | 56'805 CHF | 84.53% | 84.53% |
24.04.2024 | 2.28% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'299 CHF | 55'549 CHF | 100.00% | 100.00% |