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 | 3.60% | 0.26 CHF | 0.27 CHF | 150'997 | 50'000 | 152'515 | 50'000 | 41'678 CHF | 14'160 CHF | 100.00% | 100.00% |
07.05.2024 | 2.85% | 0.32 CHF | 0.33 CHF | 154'923 | 50'000 | 148'173 | 50'000 | 51'261 CHF | 17'845 CHF | 98.92% | 98.92% |
06.05.2024 | 2.69% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 140'108 | 50'000 | 51'372 CHF | 18'834 CHF | 100.00% | 100.00% |
03.05.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 134'034 | 50'000 | 51'524 CHF | 19'733 CHF | 98.64% | 98.64% |
02.05.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 133'627 | 50'000 | 52'152 CHF | 20'028 CHF | 99.13% | 99.13% |
30.04.2024 | 2.74% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 142'745 | 50'000 | 51'312 CHF | 18'496 CHF | 100.00% | 100.00% |
29.04.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 151'346 | 50'000 | 51'471 CHF | 17'510 CHF | 100.00% | 100.00% |
26.04.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 149'110 | 50'000 | 51'716 CHF | 17'847 CHF | 99.60% | 99.60% |
25.04.2024 | 4.22% | 0.36 CHF | 0.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'007 CHF | 9'394 CHF | 97.45% | 97.45% |
24.04.2024 | 3.83% | 0.42 CHF | 0.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'497 CHF | 11'947 CHF | 98.33% | 98.33% |