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 | 3.32% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 174'340 | 28'883 | 51'612 CHF | 8'702 CHF | 99.60% | 99.60% |
06.05.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 167'420 | 28'880 | 52'207 CHF | 9'402 CHF | 99.66% | 99.66% |
03.05.2024 | 5.21% | 0.26 CHF | 0.31 CHF | 5'000 | 5'000 | 151'810 | 22'557 | 44'776 CHF | 6'938 CHF | 99.65% | 99.65% |
02.05.2024 | 3.08% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 162'034 | 28'902 | 51'846 CHF | 9'406 CHF | 98.94% | 98.94% |
30.04.2024 | 8.28% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 50'830 | 13'850 | 20'737 CHF | 5'664 CHF | 96.90% | 96.90% |
29.04.2024 | 6.15% | 0.40 CHF | 0.45 CHF | 5'000 | 5'000 | 115'994 | 16'864 | 35'994 CHF | 5'648 CHF | 96.41% | 96.41% |
26.04.2024 | 4.24% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 218'296 | 29'031 | 50'361 CHF | 6'879 CHF | 95.79% | 95.79% |
25.04.2024 | 9.86% | 0.18 CHF | 0.23 CHF | 5'000 | 5'000 | 248'063 | 19'387 | 41'179 CHF | 3'465 CHF | 92.37% | 92.37% |
24.04.2024 | 29.99% | 0.15 CHF | 0.20 CHF | 5'000 | 5'000 | 2'884 | 2'884 | 418 CHF | 562 CHF | 95.30% | 95.30% |
23.04.2024 | 10.48% | 0.09 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 28'878 | 45'278 CHF | 2'921 CHF | 99.67% | 99.67% |