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 | 4.10% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 56'724 | 54'803 | 24'879 CHF | 25'030 CHF | 92.08% | 92.08% |
06.05.2024 | 3.31% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 172'914 | 100'000 | 51'400 CHF | 30'739 CHF | 98.68% | 98.68% |
03.05.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 180'000 | 100'000 | 50'850 CHF | 29'250 CHF | 97.92% | 97.92% |
02.05.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 184'205 | 100'000 | 50'778 CHF | 28'580 CHF | 85.87% | 85.87% |
30.04.2024 | 3.38% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 175'897 | 100'000 | 51'139 CHF | 30'097 CHF | 100.00% | 100.00% |
29.04.2024 | 3.20% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 169'866 | 100'000 | 52'289 CHF | 31'784 CHF | 85.84% | 85.84% |
26.04.2024 | 3.45% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 181'864 | 100'000 | 51'874 CHF | 29'593 CHF | 79.63% | 79.63% |
25.04.2024 | 3.24% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 171'645 | 100'000 | 52'164 CHF | 31'425 CHF | 98.26% | 98.26% |
24.04.2024 | 3.15% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 165'818 | 100'000 | 51'808 CHF | 32'302 CHF | 95.98% | 95.98% |
23.04.2024 | 4.29% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 112'342 | 78'490 | 36'438 CHF | 26'420 CHF | 100.00% | 100.00% |