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 | 2.24% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 107'279 | 50'000 | 50'632 CHF | 24'182 CHF | 96.74% | 96.74% |
07.05.2024 | 2.84% | 0.43 CHF | 0.44 CHF | 111'053 | 50'000 | 111'617 | 50'000 | 47'346 CHF | 21'820 CHF | 98.92% | 98.92% |
06.05.2024 | 2.92% | 0.41 CHF | 0.42 CHF | 112'151 | 50'000 | 112'289 | 49'867 | 45'371 CHF | 20'748 CHF | 100.00% | 100.00% |
03.05.2024 | 4.88% | 0.41 CHF | 0.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'257 CHF | 10'770 CHF | 98.63% | 98.63% |
02.05.2024 | 2.97% | 0.39 CHF | 0.40 CHF | 115'154 | 50'000 | 114'595 | 50'000 | 44'929 CHF | 20'195 CHF | 98.85% | 98.85% |
30.04.2024 | 3.34% | 0.39 CHF | 0.40 CHF | 115'782 | 50'000 | 114'790 | 50'000 | 44'856 CHF | 20'210 CHF | 99.84% | 99.84% |
29.04.2024 | 3.86% | 0.40 CHF | 0.42 CHF | 113'645 | 50'000 | 113'583 | 50'000 | 46'027 CHF | 21'066 CHF | 100.00% | 100.00% |
26.04.2024 | 3.08% | 0.41 CHF | 0.43 CHF | 113'378 | 50'000 | 112'708 | 50'000 | 47'265 CHF | 21'624 CHF | 99.26% | 99.26% |
25.04.2024 | 3.17% | 0.42 CHF | 0.43 CHF | 113'197 | 50'000 | 112'308 | 50'000 | 48'089 CHF | 22'101 CHF | 98.91% | 98.91% |
24.04.2024 | 3.38% | 0.43 CHF | 0.45 CHF | 112'041 | 50'000 | 111'515 | 50'000 | 49'011 CHF | 22'732 CHF | 100.00% | 100.00% |