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 | 1.33% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'583 | 50'000 | 52'738 CHF | 37'878 CHF | 96.53% | 96.53% |
06.05.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 106'002 | 50'000 | 52'350 CHF | 25'212 CHF | 100.00% | 100.00% |
03.05.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 108'592 | 50'000 | 51'768 CHF | 24'408 CHF | 98.64% | 98.64% |
02.05.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 129'710 | 50'000 | 51'718 CHF | 20'438 CHF | 99.13% | 99.13% |
30.04.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 125'440 | 50'000 | 51'854 CHF | 21'184 CHF | 100.00% | 100.00% |
29.04.2024 | 2.51% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 131'546 | 50'000 | 51'800 CHF | 20'204 CHF | 97.11% | 97.11% |
26.04.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 139'908 | 50'000 | 139'619 | 50'000 | 50'582 CHF | 18'615 CHF | 95.42% | 95.42% |
25.04.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 141'070 | 50'000 | 140'100 | 50'000 | 50'226 CHF | 18'427 CHF | 99.23% | 99.23% |
24.04.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 139'683 | 50'000 | 139'644 | 50'000 | 50'981 CHF | 18'755 CHF | 99.28% | 99.28% |
23.04.2024 | 2.74% | 0.37 CHF | 0.38 CHF | 139'118 | 50'000 | 139'583 | 50'000 | 50'288 CHF | 18'514 CHF | 97.71% | 97.71% |