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 | 0.98% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'566 | 50'000 | 51'567 CHF | 51'507 CHF | 100.00% | 100.00% |
07.05.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 53'234 | 50'000 | 53'132 CHF | 50'472 CHF | 98.26% | 98.26% |
06.05.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'232 CHF | 37'808 CHF | 100.00% | 100.00% |
03.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 72'167 | 50'000 | 52'577 CHF | 36'984 CHF | 98.63% | 98.63% |
02.05.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'092 CHF | 33'058 CHF | 99.12% | 99.12% |
30.04.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'250 CHF | 33'781 CHF | 100.00% | 100.00% |
29.04.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'978 | 50'000 | 52'296 CHF | 32'808 CHF | 100.00% | 100.00% |
26.04.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 89'714 | 50'000 | 55'035 CHF | 31'175 CHF | 99.60% | 99.60% |
25.04.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 89'772 | 50'000 | 54'685 CHF | 30'961 CHF | 99.43% | 99.43% |
24.04.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 89'133 | 50'000 | 54'874 CHF | 31'289 CHF | 100.00% | 100.00% |