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 | 2.62% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 136'959 | 50'000 | 51'554 CHF | 19'340 CHF | 100.00% | 100.00% |
07.05.2024 | 3.29% | 0.33 CHF | 0.34 CHF | 154'375 | 50'000 | 157'271 | 50'000 | 47'115 CHF | 15'490 CHF | 98.92% | 98.92% |
06.05.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 158'834 | 50'000 | 158'502 | 50'000 | 44'655 CHF | 14'587 CHF | 100.00% | 100.00% |
03.05.2024 | 3.71% | 0.28 CHF | 0.29 CHF | 159'021 | 50'000 | 160'441 | 50'000 | 42'484 CHF | 13'742 CHF | 98.63% | 98.63% |
02.05.2024 | 3.79% | 0.25 CHF | 0.26 CHF | 163'345 | 50'000 | 161'888 | 50'000 | 41'992 CHF | 13'472 CHF | 99.13% | 99.13% |
30.04.2024 | 3.37% | 0.27 CHF | 0.28 CHF | 161'467 | 50'000 | 159'019 | 50'000 | 46'393 CHF | 15'092 CHF | 100.00% | 100.00% |
29.04.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 157'599 | 50'000 | 156'995 | 50'000 | 49'340 CHF | 16'215 CHF | 100.00% | 100.00% |
26.04.2024 | 3.20% | 0.32 CHF | 0.33 CHF | 157'293 | 50'000 | 157'862 | 50'000 | 48'554 CHF | 15'880 CHF | 99.60% | 99.60% |
25.04.2024 | 5.28% | 0.29 CHF | 0.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'227 CHF | 7'616 CHF | 97.45% | 97.45% |
24.04.2024 | 8.30% | 0.23 CHF | 0.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'669 CHF | 5'069 CHF | 100.00% | 100.00% |