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 | 1.49% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'419 CHF | 33'887 CHF | 100.00% | 100.00% |
07.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 81'135 | 50'000 | 52'498 CHF | 32'878 CHF | 96.53% | 96.53% |
06.05.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 129'236 | 50'000 | 129'763 | 50'000 | 51'051 CHF | 20'172 CHF | 93.98% | 93.98% |
03.05.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 129'663 | 50'000 | 131'010 | 50'000 | 49'371 CHF | 19'361 CHF | 91.68% | 91.68% |
02.05.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 137'426 | 50'000 | 136'961 | 50'000 | 40'915 CHF | 15'438 CHF | 99.12% | 99.12% |
30.04.2024 | 3.14% | 0.30 CHF | 0.31 CHF | 137'382 | 50'000 | 136'131 | 50'000 | 42'695 CHF | 16'184 CHF | 100.00% | 100.00% |
29.04.2024 | 3.35% | 0.31 CHF | 0.32 CHF | 136'121 | 50'000 | 137'309 | 50'000 | 40'373 CHF | 15'206 CHF | 98.25% | 98.25% |
26.04.2024 | 3.74% | 0.26 CHF | 0.27 CHF | 139'908 | 50'000 | 139'631 | 50'000 | 36'610 CHF | 13'610 CHF | 99.60% | 99.60% |
25.04.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 141'070 | 50'000 | 140'100 | 50'000 | 36'216 CHF | 13'427 CHF | 99.23% | 99.23% |
24.04.2024 | 3.70% | 0.26 CHF | 0.27 CHF | 139'683 | 50'000 | 139'694 | 50'000 | 37'036 CHF | 13'757 CHF | 100.00% | 100.00% |