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 | 1.37% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 71'718 | 50'000 | 52'061 CHF | 36'821 CHF | 100.00% | 100.00% |
07.05.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 76'963 | 50'000 | 54'299 CHF | 35'816 CHF | 95.61% | 95.61% |
06.05.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 116'440 | 50'000 | 52'656 CHF | 23'128 CHF | 100.00% | 100.00% |
03.05.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 119'145 | 50'000 | 51'778 CHF | 22'300 CHF | 97.91% | 97.91% |
02.05.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 137'383 | 50'000 | 137'009 | 50'000 | 48'936 CHF | 18'361 CHF | 99.12% | 99.12% |
30.04.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 136'729 | 50'000 | 135'952 | 50'000 | 50'570 CHF | 19'102 CHF | 95.23% | 95.23% |
29.04.2024 | 2.81% | 0.37 CHF | 0.38 CHF | 136'121 | 50'000 | 137'329 | 50'000 | 48'194 CHF | 18'051 CHF | 100.00% | 100.00% |
26.04.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 139'908 | 50'000 | 139'508 | 50'000 | 44'881 CHF | 16'586 CHF | 99.60% | 99.60% |
25.04.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 140'889 | 50'000 | 140'017 | 50'000 | 44'396 CHF | 16'356 CHF | 99.23% | 99.23% |
24.04.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 139'683 | 50'000 | 139'753 | 50'000 | 45'245 CHF | 16'689 CHF | 100.00% | 100.00% |