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 | 2.17% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 86'324 | 50'000 | 54'280 CHF | 32'196 CHF | 100.00% | 100.00% |
07.05.2024 | 1.85% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'354 CHF | 29'630 CHF | 98.92% | 98.92% |
06.05.2024 | 1.99% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 92'931 | 49'867 | 52'116 CHF | 28'548 CHF | 100.00% | 100.00% |
03.05.2024 | 4.19% | 0.57 CHF | 0.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'133 CHF | 14'737 CHF | 98.63% | 98.63% |
02.05.2024 | 2.33% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 98'391 | 50'000 | 53'855 CHF | 28'025 CHF | 99.13% | 99.13% |
30.04.2024 | 2.14% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 96'742 | 50'000 | 52'789 CHF | 27'904 CHF | 100.00% | 100.00% |
29.04.2024 | 1.94% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 92'061 | 50'000 | 51'842 CHF | 28'725 CHF | 100.00% | 100.00% |
26.04.2024 | 1.99% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'875 CHF | 29'400 CHF | 99.26% | 99.26% |
25.04.2024 | 2.00% | 0.57 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'612 CHF | 29'819 CHF | 98.90% | 98.90% |
24.04.2024 | 1.94% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'762 CHF | 30'451 CHF | 100.00% | 100.00% |