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 | 3.44% | 0.58 CHF | 0.60 CHF | 90'000 | 50'000 | 90'017 | 50'000 | 53'056 CHF | 30'500 CHF | 96.43% | 96.43% |
06.05.2024 | 3.34% | 0.60 CHF | 0.62 CHF | 90'000 | 50'000 | 89'130 | 50'000 | 54'413 CHF | 31'575 CHF | 100.00% | 100.00% |
03.05.2024 | 3.76% | 0.57 CHF | 0.59 CHF | 90'000 | 50'000 | 95'645 | 50'000 | 53'040 CHF | 28'831 CHF | 97.68% | 97.68% |
02.05.2024 | 3.61% | 0.56 CHF | 0.58 CHF | 90'000 | 50'000 | 94'720 | 50'000 | 52'559 CHF | 28'787 CHF | 99.40% | 99.40% |
30.04.2024 | 3.38% | 0.58 CHF | 0.60 CHF | 90'000 | 50'000 | 87'382 | 50'000 | 53'627 CHF | 31'788 CHF | 100.00% | 100.00% |
29.04.2024 | 3.41% | 0.64 CHF | 0.66 CHF | 80'000 | 50'000 | 82'347 | 50'000 | 52'092 CHF | 32'751 CHF | 100.00% | 100.00% |
26.04.2024 | 3.43% | 0.62 CHF | 0.64 CHF | 90'000 | 50'000 | 89'367 | 50'000 | 53'271 CHF | 30'855 CHF | 99.21% | 99.21% |
25.04.2024 | 3.55% | 0.58 CHF | 0.61 CHF | 90'000 | 50'000 | 88'829 | 50'000 | 53'885 CHF | 31'444 CHF | 99.02% | 99.02% |
24.04.2024 | 3.18% | 0.65 CHF | 0.67 CHF | 80'000 | 50'000 | 80'269 | 50'000 | 52'547 CHF | 33'795 CHF | 100.00% | 100.00% |
23.04.2024 | 3.37% | 0.60 CHF | 0.62 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'021 CHF | 30'466 CHF | 100.00% | 100.00% |