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 | 2.15% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 111'929 | 50'000 | 51'491 CHF | 23'515 CHF | 100.00% | 100.00% |
08.05.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 116'144 | 50'000 | 52'340 CHF | 23'051 CHF | 100.00% | 100.00% |
07.05.2024 | 2.62% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 136'860 | 50'000 | 51'497 CHF | 19'356 CHF | 96.44% | 96.44% |
06.05.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 145'096 | 50'000 | 51'562 CHF | 18'279 CHF | 100.00% | 100.00% |
03.05.2024 | 2.90% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 152'552 | 50'000 | 51'806 CHF | 17'488 CHF | 98.64% | 98.64% |
02.05.2024 | 2.92% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 154'238 | 50'000 | 52'015 CHF | 17'376 CHF | 99.13% | 99.13% |
30.04.2024 | 2.71% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 141'556 | 50'000 | 51'600 CHF | 18'754 CHF | 100.00% | 100.00% |
29.04.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 133'081 | 50'000 | 51'624 CHF | 19'905 CHF | 100.00% | 100.00% |
26.04.2024 | 2.59% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 136'854 | 50'000 | 52'225 CHF | 19'590 CHF | 99.60% | 99.60% |
25.04.2024 | 4.59% | 0.37 CHF | 0.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'069 CHF | 9'493 CHF | 97.45% | 97.45% |