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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 2.63% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 140'819 | 60'660 | 52'810 CHF | 23'175 CHF | 98.57% | 98.57% |
08.05.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 147'378 | 60'866 | 51'524 CHF | 21'792 CHF | 99.63% | 99.63% |
07.05.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 142'502 | 61'437 | 51'154 CHF | 22'690 CHF | 94.65% | 94.65% |
06.05.2024 | 13.66% | 0.32 CHF | 0.37 CHF | 10'000 | 10'000 | 15'169 | 6'964 | 4'910 CHF | 2'564 CHF | 95.38% | 95.38% |
03.05.2024 | 13.40% | 0.36 CHF | 0.41 CHF | 10'000 | 10'000 | 5'729 | 5'729 | 2'012 CHF | 2'298 CHF | 94.26% | 94.26% |
02.05.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 218'995 | 57'770 | 50'574 CHF | 13'941 CHF | 99.54% | 99.54% |
30.04.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 199'057 | 56'680 | 51'673 CHF | 15'322 CHF | 97.14% | 97.14% |
29.04.2024 | 3.97% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 204'420 | 57'931 | 50'500 CHF | 15'277 CHF | 97.33% | 97.33% |
26.04.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 229'563 | 58'609 | 50'599 CHF | 13'520 CHF | 89.79% | 89.79% |
25.04.2024 | 4.79% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 246'086 | 56'977 | 50'157 CHF | 12'239 CHF | 97.42% | 97.42% |