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 | 2.23% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 95'481 | 50'000 | 53'866 CHF | 28'902 CHF | 100.00% | 100.00% |
07.05.2024 | 2.36% | 0.52 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'664 CHF | 26'449 CHF | 98.92% | 98.92% |
06.05.2024 | 2.94% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 103'071 | 49'867 | 51'112 CHF | 25'489 CHF | 100.00% | 100.00% |
03.05.2024 | 4.06% | 0.50 CHF | 0.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'520 CHF | 13'038 CHF | 98.63% | 98.63% |
02.05.2024 | 2.23% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 109'765 | 50'000 | 53'208 CHF | 24'785 CHF | 99.13% | 99.13% |
30.04.2024 | 2.18% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 106'742 | 50'000 | 51'631 CHF | 24'741 CHF | 100.00% | 100.00% |
29.04.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 103'480 | 50'000 | 51'826 CHF | 25'585 CHF | 100.00% | 100.00% |
26.04.2024 | 2.05% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'432 CHF | 26'248 CHF | 99.26% | 99.26% |
25.04.2024 | 2.19% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'202 CHF | 26'680 CHF | 98.90% | 98.90% |
24.04.2024 | 2.21% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'463 CHF | 27'330 CHF | 100.00% | 100.00% |