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 | 2.41% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 107'784 | 50'000 | 48'504 CHF | 23'089 CHF | 95.11% | 95.11% |
07.05.2024 | 3.36% | 0.41 CHF | 0.42 CHF | 111'053 | 50'000 | 111'575 | 50'000 | 44'918 CHF | 20'817 CHF | 98.92% | 98.92% |
06.05.2024 | 3.38% | 0.39 CHF | 0.40 CHF | 112'121 | 50'000 | 112'279 | 49'867 | 42'936 CHF | 19'729 CHF | 100.00% | 100.00% |
03.05.2024 | 5.21% | 0.39 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'736 CHF | 10'257 CHF | 98.63% | 98.63% |
02.05.2024 | 3.05% | 0.37 CHF | 0.38 CHF | 115'157 | 50'000 | 114'571 | 50'000 | 42'461 CHF | 19'104 CHF | 99.13% | 99.13% |
30.04.2024 | 3.45% | 0.36 CHF | 0.38 CHF | 115'782 | 50'000 | 114'773 | 50'000 | 42'266 CHF | 19'064 CHF | 98.08% | 98.08% |
29.04.2024 | 2.93% | 0.38 CHF | 0.39 CHF | 114'285 | 50'000 | 113'623 | 50'000 | 43'613 CHF | 19'763 CHF | 100.00% | 100.00% |
26.04.2024 | 2.92% | 0.39 CHF | 0.41 CHF | 113'378 | 50'000 | 112'709 | 50'000 | 44'855 CHF | 20'488 CHF | 99.26% | 99.26% |
25.04.2024 | 3.19% | 0.40 CHF | 0.41 CHF | 113'089 | 50'000 | 112'256 | 50'000 | 45'613 CHF | 20'977 CHF | 98.90% | 98.90% |
24.04.2024 | 2.85% | 0.41 CHF | 0.43 CHF | 111'973 | 50'000 | 111'490 | 50'000 | 46'634 CHF | 21'520 CHF | 100.00% | 100.00% |