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 | 2.14% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 87'469 | 50'000 | 52'381 CHF | 30'655 CHF | 100.00% | 100.00% |
07.05.2024 | 1.95% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 97'889 | 50'000 | 53'989 CHF | 28'130 CHF | 98.92% | 98.92% |
06.05.2024 | 2.10% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 99'601 | 49'867 | 52'920 CHF | 27'052 CHF | 100.00% | 100.00% |
03.05.2024 | 3.97% | 0.54 CHF | 0.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'383 CHF | 13'925 CHF | 98.63% | 98.63% |
02.05.2024 | 2.47% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'757 CHF | 26'525 CHF | 99.13% | 99.13% |
30.04.2024 | 2.27% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 101'174 | 50'000 | 52'199 CHF | 26'404 CHF | 100.00% | 100.00% |
29.04.2024 | 2.20% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'208 CHF | 27'194 CHF | 100.00% | 100.00% |
26.04.2024 | 2.10% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 54'639 CHF | 27'900 CHF | 99.26% | 99.26% |
25.04.2024 | 2.10% | 0.54 CHF | 0.56 CHF | 100'000 | 50'000 | 93'378 | 50'000 | 51'750 CHF | 28'319 CHF | 98.91% | 98.91% |
24.04.2024 | 2.04% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'062 CHF | 28'951 CHF | 100.00% | 100.00% |