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 | 3.59% | 0.70 CHF | 0.72 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 2'599 CHF | 2'694 CHF | 98.08% | 98.08% |
07.05.2024 | 4.21% | 0.56 CHF | 0.58 CHF | 3'750 | 3'750 | 4'111 | 3'766 | 2'525 CHF | 2'426 CHF | 86.00% | 86.00% |
06.05.2024 | 4.06% | 0.63 CHF | 0.66 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 2'350 CHF | 2'447 CHF | 100.00% | 100.00% |
03.05.2024 | 4.00% | 0.64 CHF | 0.66 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 2'367 CHF | 2'464 CHF | 98.64% | 98.64% |
02.05.2024 | 4.04% | 0.61 CHF | 0.64 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 2'368 CHF | 2'466 CHF | 99.13% | 99.13% |
30.04.2024 | 3.93% | 0.63 CHF | 0.66 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 2'381 CHF | 2'476 CHF | 93.40% | 93.40% |
29.04.2024 | 4.63% | 0.58 CHF | 0.60 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 2'024 CHF | 2'120 CHF | 100.00% | 100.00% |
26.04.2024 | 4.00% | 0.52 CHF | 0.54 CHF | 3'750 | 3'750 | 46'377 | 5'555 | 25'800 CHF | 3'066 CHF | 78.94% | 78.94% |
25.04.2024 | 2.61% | 0.56 CHF | 0.58 CHF | 90'000 | 7'500 | 90'886 | 7'500 | 52'544 CHF | 4'453 CHF | 98.91% | 98.91% |
24.04.2024 | 2.83% | 0.55 CHF | 0.56 CHF | 100'000 | 7'500 | 99'579 | 7'500 | 53'960 CHF | 4'181 CHF | 100.00% | 100.00% |