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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'563 CHF | 26'782 CHF | 96.44% | 96.44% |
06.05.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'134 | 50'000 | 50'550 CHF | 25'742 CHF | 100.00% | 100.00% |
03.05.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 108'076 | 50'000 | 52'665 CHF | 24'876 CHF | 98.64% | 98.64% |
02.05.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 107'246 | 50'000 | 52'229 CHF | 24'866 CHF | 99.13% | 99.13% |
30.04.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'455 CHF | 26'228 CHF | 100.00% | 100.00% |
29.04.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'787 CHF | 27'394 CHF | 100.00% | 100.00% |
26.04.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'142 CHF | 27'071 CHF | 99.60% | 99.60% |
25.04.2024 | 3.30% | 0.51 CHF | 0.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'793 CHF | 13'222 CHF | 99.33% | 99.33% |
24.04.2024 | 3.71% | 0.45 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'259 CHF | 10'645 CHF | 97.22% | 97.22% |
23.04.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 138'477 | 50'000 | 52'121 CHF | 19'327 CHF | 100.00% | 100.00% |