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 | 1.21% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 67'497 | 50'000 | 55'479 CHF | 41'639 CHF | 97.33% | 97.33% |
06.05.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 91'239 | 50'000 | 51'973 CHF | 28'995 CHF | 100.00% | 100.00% |
03.05.2024 | 1.79% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 94'928 | 50'000 | 52'419 CHF | 28'173 CHF | 98.64% | 98.64% |
02.05.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 52'221 CHF | 24'237 CHF | 99.13% | 99.13% |
30.04.2024 | 2.02% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 106'756 | 50'000 | 52'218 CHF | 24'976 CHF | 100.00% | 100.00% |
29.04.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 111'362 | 50'000 | 52'263 CHF | 23'981 CHF | 100.00% | 100.00% |
26.04.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 52'823 CHF | 22'509 CHF | 99.60% | 99.60% |
25.04.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 120'293 | 50'000 | 52'262 CHF | 22'226 CHF | 99.43% | 99.43% |
24.04.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 52'995 CHF | 22'581 CHF | 100.00% | 100.00% |
23.04.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 52'146 CHF | 22'227 CHF | 100.00% | 100.00% |