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 | 3.13% | 0.31 CHF | 0.32 CHF | 151'737 | 50'000 | 152'446 | 50'000 | 48'027 CHF | 16'250 CHF | 100.00% | 100.00% |
07.05.2024 | 2.53% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 133'804 | 50'000 | 52'288 CHF | 20'078 CHF | 98.92% | 98.92% |
06.05.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 128'099 | 50'000 | 52'462 CHF | 20'985 CHF | 100.00% | 100.00% |
03.05.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 121'463 | 50'000 | 51'676 CHF | 21'782 CHF | 98.62% | 98.62% |
02.05.2024 | 2.29% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 51'808 CHF | 22'087 CHF | 99.13% | 99.13% |
30.04.2024 | 2.45% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 129'065 | 50'000 | 52'010 CHF | 20'681 CHF | 98.57% | 98.57% |
29.04.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 137'023 | 50'000 | 52'228 CHF | 19'568 CHF | 100.00% | 100.00% |
26.04.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 133'146 | 50'000 | 51'651 CHF | 19'906 CHF | 99.60% | 99.60% |
25.04.2024 | 4.35% | 0.40 CHF | 0.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'997 CHF | 10'440 CHF | 93.78% | 93.78% |
24.04.2024 | 3.03% | 0.46 CHF | 0.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'605 CHF | 12'992 CHF | 97.22% | 97.22% |