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 | 1.41% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 78'079 | 50'000 | 54'874 CHF | 35'666 CHF | 100.00% | 100.00% |
07.05.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 79'865 | 50'000 | 54'514 CHF | 34'639 CHF | 97.33% | 97.33% |
06.05.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 121'228 | 50'000 | 52'092 CHF | 21'995 CHF | 100.00% | 100.00% |
03.05.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 124'749 | 50'000 | 51'663 CHF | 21'259 CHF | 88.81% | 88.81% |
02.05.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 137'498 | 50'000 | 136'977 | 50'000 | 45'847 CHF | 17'237 CHF | 99.13% | 99.13% |
30.04.2024 | 2.82% | 0.33 CHF | 0.34 CHF | 137'761 | 50'000 | 136'008 | 50'000 | 47'529 CHF | 17'976 CHF | 100.00% | 100.00% |
29.04.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 136'962 | 50'000 | 137'338 | 50'000 | 45'151 CHF | 16'942 CHF | 100.00% | 100.00% |
26.04.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 140'143 | 50'000 | 139'530 | 50'000 | 41'884 CHF | 15'509 CHF | 99.60% | 99.60% |
25.04.2024 | 3.34% | 0.28 CHF | 0.29 CHF | 140'811 | 50'000 | 139'993 | 50'000 | 41'221 CHF | 15'226 CHF | 99.43% | 99.43% |
24.04.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 140'122 | 50'000 | 139'725 | 50'000 | 42'141 CHF | 15'581 CHF | 100.00% | 100.00% |