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 | 19.23% | 0.31 CHF | 0.36 CHF | 170'000 | 50'000 | 57'748 | 30'698 | 17'682 CHF | 11'126 CHF | 98.29% | 98.29% |
06.05.2024 | 15.87% | 0.25 CHF | 0.29 CHF | 200'000 | 50'000 | 202'491 | 50'000 | 50'227 CHF | 14'550 CHF | 100.00% | 100.00% |
03.05.2024 | 14.84% | 0.27 CHF | 0.32 CHF | 190'000 | 50'000 | 193'520 | 50'000 | 51'528 CHF | 15'460 CHF | 98.64% | 98.64% |
02.05.2024 | 15.60% | 0.28 CHF | 0.33 CHF | 180'000 | 50'000 | 192'166 | 50'000 | 51'268 CHF | 15'654 CHF | 99.13% | 99.13% |
30.04.2024 | 19.86% | 0.21 CHF | 0.26 CHF | 240'000 | 50'000 | 236'944 | 50'000 | 50'460 CHF | 13'000 CHF | 96.00% | 96.00% |
29.04.2024 | 17.81% | 0.24 CHF | 0.28 CHF | 210'000 | 50'000 | 206'033 | 50'000 | 50'766 CHF | 14'824 CHF | 83.84% | 83.84% |
26.04.2024 | 19.48% | 0.29 CHF | 0.33 CHF | 180'000 | 50'000 | 43'527 | 27'989 | 12'448 CHF | 9'591 CHF | 99.60% | 99.60% |
25.04.2024 | 24.33% | 0.24 CHF | 0.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'160 CHF | 7'861 CHF | 99.42% | 99.42% |
24.04.2024 | 20.16% | 0.30 CHF | 0.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'621 CHF | 9'326 CHF | 99.94% | 99.94% |
23.04.2024 | 17.53% | 0.35 CHF | 0.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'071 CHF | 10'812 CHF | 96.69% | 96.69% |