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 | 1.89% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'552 CHF | 26'776 CHF | 100.00% | 100.00% |
07.05.2024 | 2.20% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 115'390 | 50'000 | 51'815 CHF | 22'990 CHF | 98.92% | 98.92% |
06.05.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 51'795 CHF | 22'081 CHF | 100.00% | 100.00% |
03.05.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 126'616 | 50'000 | 52'471 CHF | 21'233 CHF | 98.62% | 98.62% |
02.05.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 126'373 | 50'000 | 51'703 CHF | 20'972 CHF | 99.13% | 99.13% |
30.04.2024 | 2.25% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 118'220 | 50'000 | 52'073 CHF | 22'541 CHF | 100.00% | 100.00% |
29.04.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 112'218 | 50'000 | 51'786 CHF | 23'586 CHF | 100.00% | 100.00% |
26.04.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 114'337 | 50'000 | 52'088 CHF | 23'293 CHF | 99.60% | 99.60% |
25.04.2024 | 3.54% | 0.44 CHF | 0.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'003 CHF | 11'399 CHF | 93.78% | 93.78% |
24.04.2024 | 4.82% | 0.38 CHF | 0.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'393 CHF | 8'806 CHF | 99.94% | 99.94% |