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 | 1.10% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'096 CHF | 45'580 CHF | 100.00% | 100.00% |
07.05.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'206 | 50'000 | 52'995 CHF | 44'521 CHF | 98.55% | 98.55% |
06.05.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 84'354 | 50'000 | 52'836 CHF | 31'843 CHF | 100.00% | 100.00% |
03.05.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 87'180 | 50'000 | 53'234 CHF | 31'092 CHF | 98.63% | 98.63% |
02.05.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'195 CHF | 27'098 CHF | 99.12% | 99.12% |
30.04.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 97'711 | 50'000 | 53'499 CHF | 27'891 CHF | 100.00% | 100.00% |
29.04.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'364 | 50'000 | 53'024 CHF | 26'923 CHF | 100.00% | 100.00% |
26.04.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 104'309 | 50'000 | 51'720 CHF | 25'304 CHF | 99.60% | 99.60% |
25.04.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 104'738 | 50'000 | 51'448 CHF | 25'083 CHF | 99.43% | 99.43% |
24.04.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 104'361 | 50'000 | 51'826 CHF | 25'347 CHF | 100.00% | 100.00% |