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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 4.43% | 0.23 CHF | 0.24 CHF | 220'000 | 30'000 | 205'609 | 29'179 | 49'745 CHF | 7'358 CHF | 98.19% | 98.19% |
08.05.2024 | 3.67% | 0.26 CHF | 0.27 CHF | 200'000 | 30'000 | 192'194 | 30'000 | 51'348 CHF | 8'323 CHF | 98.50% | 98.50% |
07.05.2024 | 3.78% | 0.27 CHF | 0.28 CHF | 190'000 | 30'000 | 197'661 | 30'000 | 51'271 CHF | 8'124 CHF | 95.44% | 95.44% |
06.05.2024 | 5.46% | 0.20 CHF | 0.21 CHF | 250'000 | 30'000 | 285'526 | 30'000 | 50'836 CHF | 5'691 CHF | 99.57% | 99.57% |
03.05.2024 | 6.45% | 0.14 CHF | 0.15 CHF | 350'000 | 30'000 | 338'475 | 30'000 | 50'743 CHF | 4'817 CHF | 89.17% | 89.17% |
02.05.2024 | 7.49% | 0.14 CHF | 0.15 CHF | 370'000 | 30'000 | 354'414 | 29'251 | 49'308 CHF | 4'383 CHF | 96.82% | 96.82% |
30.04.2024 | 6.73% | 0.14 CHF | 0.15 CHF | 370'000 | 30'000 | 352'726 | 30'000 | 50'683 CHF | 4'620 CHF | 99.43% | 99.43% |
29.04.2024 | 4.96% | 0.17 CHF | 0.18 CHF | 290'000 | 30'000 | 259'258 | 30'000 | 50'968 CHF | 6'360 CHF | 97.01% | 97.01% |
26.04.2024 | 2.28% | 0.40 CHF | 0.41 CHF | 130'000 | 30'000 | 120'005 | 30'000 | 52'143 CHF | 13'358 CHF | 88.80% | 88.80% |
25.04.2024 | 2.45% | 0.45 CHF | 0.46 CHF | 120'000 | 30'000 | 129'140 | 30'000 | 51'981 CHF | 12'417 CHF | 34.22% | 34.22% |