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 | 3.32% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'297 | 175'297 | 51'960 CHF | 53'713 CHF | 100.00% | 100.00% |
08.05.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 138'060 | 138'060 | 55'324 CHF | 56'705 CHF | 100.00% | 100.00% |
07.05.2024 | 2.43% | 0.38 CHF | 0.39 CHF | 125'000 | 125'000 | 126'041 | 126'041 | 51'330 CHF | 52'590 CHF | 100.00% | 100.00% |
06.05.2024 | 2.00% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 109'802 | 109'802 | 54'369 CHF | 55'467 CHF | 100.00% | 100.00% |
03.05.2024 | 1.54% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 82'904 | 82'904 | 53'145 CHF | 53'974 CHF | 96.97% | 96.97% |
02.05.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'682 CHF | 60'432 CHF | 100.00% | 100.00% |
30.04.2024 | 1.60% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'972 CHF | 62'972 CHF | 100.00% | 100.00% |
29.04.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'956 CHF | 62'956 CHF | 100.00% | 100.00% |
26.04.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 78'505 | 78'505 | 53'923 CHF | 54'708 CHF | 99.78% | 99.78% |
25.04.2024 | 1.14% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 74'485 | 74'485 | 64'945 CHF | 65'690 CHF | 99.40% | 99.40% |