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 | 2.47% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 139'011 | 139'011 | 55'517 CHF | 56'907 CHF | 98.98% | 98.98% |
06.05.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 149'738 | 149'738 | 57'712 CHF | 59'209 CHF | 98.97% | 98.97% |
03.05.2024 | 2.54% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 137'457 | 137'457 | 53'337 CHF | 54'711 CHF | 98.28% | 98.28% |
02.05.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'563 CHF | 57'063 CHF | 98.83% | 98.83% |
30.04.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 144'596 | 144'596 | 56'705 CHF | 58'151 CHF | 99.12% | 99.12% |
29.04.2024 | 2.19% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'521 CHF | 57'771 CHF | 97.52% | 97.52% |
26.04.2024 | 1.83% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 105'310 | 105'310 | 57'158 CHF | 58'212 CHF | 84.66% | 84.66% |
25.04.2024 | 3.77% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 202'511 | 202'513 | 52'769 CHF | 54'794 CHF | 81.69% | 81.69% |
24.04.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'925 CHF | 55'675 CHF | 99.16% | 99.16% |
23.04.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'394 | 175'394 | 51'687 CHF | 53'441 CHF | 99.17% | 99.17% |