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 | 1.02% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 59'362 | 50'000 | 57'729 CHF | 49'141 CHF | 100.00% | 100.00% |
07.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'118 CHF | 48'099 CHF | 97.33% | 97.33% |
06.05.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 79'190 | 50'000 | 55'380 CHF | 35'477 CHF | 100.00% | 100.00% |
03.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'158 | 50'000 | 54'666 CHF | 34'616 CHF | 98.64% | 98.64% |
02.05.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'396 CHF | 30'720 CHF | 99.13% | 99.13% |
30.04.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 86'757 | 50'000 | 53'687 CHF | 31'464 CHF | 100.00% | 100.00% |
29.04.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'893 CHF | 30'441 CHF | 100.00% | 100.00% |
26.04.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'300 CHF | 29'000 CHF | 99.60% | 99.60% |
25.04.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 92'971 | 50'000 | 52'364 CHF | 28'686 CHF | 99.43% | 99.43% |
24.04.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'457 | 50'000 | 51'365 CHF | 28'896 CHF | 100.00% | 100.00% |