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 | 1.66% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'722 CHF | 45'518 CHF | 100.00% | 100.00% |
08.05.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 96'938 | 75'000 | 53'050 CHF | 41'830 CHF | 100.00% | 100.00% |
07.05.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'858 CHF | 39'643 CHF | 97.06% | 97.06% |
06.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'740 CHF | 39'555 CHF | 100.00% | 100.00% |
03.05.2024 | 2.01% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 106'541 | 75'000 | 52'422 CHF | 37'721 CHF | 97.93% | 97.93% |
02.05.2024 | 2.23% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 118'693 | 75'000 | 52'622 CHF | 34'027 CHF | 99.40% | 99.40% |
30.04.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'000 | 75'000 | 52'386 CHF | 36'468 CHF | 100.00% | 100.00% |
29.04.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'029 | 75'000 | 51'263 CHF | 35'693 CHF | 100.00% | 100.00% |
26.04.2024 | 2.34% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 123'806 | 75'000 | 52'225 CHF | 32'439 CHF | 99.22% | 99.22% |
25.04.2024 | 2.47% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 129'072 | 75'000 | 51'652 CHF | 30'862 CHF | 94.74% | 94.74% |