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 | 11.35% | 0.54 CHF | 0.58 CHF | 100'000 | 50'000 | 42'421 | 30'807 | 22'412 CHF | 18'083 CHF | 96.44% | 96.44% |
06.05.2024 | 9.10% | 0.47 CHF | 0.52 CHF | 110'000 | 50'000 | 110'077 | 50'000 | 51'675 CHF | 25'712 CHF | 100.00% | 100.00% |
03.05.2024 | 8.66% | 0.49 CHF | 0.54 CHF | 110'000 | 50'000 | 109'345 | 50'000 | 53'107 CHF | 26'488 CHF | 98.64% | 98.64% |
02.05.2024 | 8.89% | 0.50 CHF | 0.55 CHF | 100'000 | 50'000 | 105'660 | 50'000 | 51'332 CHF | 26'599 CHF | 91.02% | 91.02% |
30.04.2024 | 10.08% | 0.42 CHF | 0.47 CHF | 120'000 | 50'000 | 120'686 | 50'000 | 50'814 CHF | 23'290 CHF | 96.00% | 96.00% |
29.04.2024 | 9.99% | 0.45 CHF | 0.49 CHF | 120'000 | 50'000 | 116'272 | 50'000 | 52'379 CHF | 24'920 CHF | 92.31% | 92.31% |
26.04.2024 | 11.79% | 0.48 CHF | 0.52 CHF | 110'000 | 50'000 | 35'159 | 27'989 | 16'977 CHF | 15'121 CHF | 99.60% | 99.60% |
25.04.2024 | 14.39% | 0.43 CHF | 0.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'912 CHF | 12'603 CHF | 99.24% | 99.24% |
24.04.2024 | 13.06% | 0.49 CHF | 0.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'313 CHF | 14'032 CHF | 99.94% | 99.94% |
23.04.2024 | 11.86% | 0.54 CHF | 0.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'815 CHF | 15'556 CHF | 96.69% | 96.69% |