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 | 2.40% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 127'077 | 100'000 | 52'352 CHF | 42'232 CHF | 99.74% | 99.74% |
07.05.2024 | 2.69% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 139'954 | 99'943 | 51'366 CHF | 37'681 CHF | 90.72% | 90.72% |
06.05.2024 | 2.54% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 132'481 | 100'000 | 51'557 CHF | 39'950 CHF | 97.92% | 97.92% |
03.05.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 137'691 | 100'000 | 52'619 CHF | 39'228 CHF | 97.32% | 97.32% |
02.05.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 140'000 | 100'000 | 52'465 CHF | 38'475 CHF | 99.41% | 99.41% |
30.04.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 130'000 | 100'000 | 51'863 CHF | 40'894 CHF | 90.82% | 90.82% |
29.04.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 130'000 | 100'000 | 52'272 CHF | 41'209 CHF | 95.95% | 95.95% |
26.04.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 128'973 | 100'000 | 52'566 CHF | 41'768 CHF | 98.27% | 98.27% |
25.04.2024 | 2.69% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 140'602 | 100'000 | 51'637 CHF | 37'756 CHF | 96.60% | 98.73% |
24.04.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 53'238 CHF | 45'365 CHF | 99.90% | 99.90% |