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 | 1.70% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 54'740 | 54'740 | 55'177 CHF | 56'092 CHF | 94.40% | 94.40% |
06.05.2024 | 2.25% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 119'216 | 100'000 | 52'385 CHF | 45'030 CHF | 98.68% | 98.68% |
03.05.2024 | 2.70% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 140'950 | 100'000 | 51'572 CHF | 37'628 CHF | 97.61% | 97.61% |
02.05.2024 | 2.99% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 157'425 | 100'000 | 51'824 CHF | 33'990 CHF | 85.86% | 85.86% |
30.04.2024 | 2.68% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 140'876 | 100'000 | 51'881 CHF | 37'948 CHF | 100.00% | 100.00% |
29.04.2024 | 2.46% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 129'632 | 100'000 | 52'136 CHF | 41'253 CHF | 98.24% | 98.24% |
26.04.2024 | 2.69% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 141'628 | 100'000 | 51'893 CHF | 37'695 CHF | 96.93% | 96.93% |
25.04.2024 | 2.45% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 128'343 | 100'000 | 51'777 CHF | 41'565 CHF | 97.93% | 97.93% |
24.04.2024 | 2.16% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 115'129 | 100'000 | 52'905 CHF | 47'423 CHF | 95.98% | 95.98% |
23.04.2024 | 2.53% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 78'491 | 78'491 | 43'179 CHF | 44'162 CHF | 100.00% | 100.00% |