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 | 2.46% | 0.48 CHF | 0.49 CHF | 105'505 | 50'000 | 108'563 | 50'000 | 47'062 CHF | 22'237 CHF | 100.00% | 100.00% |
07.05.2024 | 3.13% | 0.39 CHF | 0.40 CHF | 111'053 | 50'000 | 111'617 | 50'000 | 42'881 CHF | 19'820 CHF | 98.92% | 98.92% |
06.05.2024 | 3.23% | 0.37 CHF | 0.38 CHF | 112'151 | 50'000 | 112'289 | 49'867 | 40'879 CHF | 18'753 CHF | 100.00% | 100.00% |
03.05.2024 | 5.39% | 0.37 CHF | 0.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'257 CHF | 9'770 CHF | 98.63% | 98.63% |
02.05.2024 | 3.31% | 0.35 CHF | 0.36 CHF | 115'154 | 50'000 | 114'596 | 50'000 | 40'345 CHF | 18'195 CHF | 99.13% | 99.13% |
30.04.2024 | 4.14% | 0.34 CHF | 0.36 CHF | 115'843 | 50'000 | 114'799 | 50'000 | 39'965 CHF | 18'147 CHF | 100.00% | 100.00% |
29.04.2024 | 4.28% | 0.36 CHF | 0.38 CHF | 113'645 | 50'000 | 113'583 | 50'000 | 41'484 CHF | 19'066 CHF | 100.00% | 100.00% |
26.04.2024 | 3.40% | 0.37 CHF | 0.39 CHF | 113'378 | 50'000 | 112'708 | 50'000 | 42'757 CHF | 19'624 CHF | 99.26% | 99.26% |
25.04.2024 | 3.49% | 0.38 CHF | 0.39 CHF | 113'197 | 50'000 | 112'308 | 50'000 | 43'597 CHF | 20'101 CHF | 98.91% | 98.91% |
24.04.2024 | 3.71% | 0.39 CHF | 0.41 CHF | 112'041 | 50'000 | 111'515 | 50'000 | 44'551 CHF | 20'732 CHF | 100.00% | 100.00% |