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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 1.90% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'991 | 50'000 | 52'587 CHF | 26'589 CHF | 100.00% | 100.00% |
08.05.2024 | 1.89% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 100'078 | 50'000 | 52'355 CHF | 26'666 CHF | 100.00% | 100.00% |
07.05.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 102'450 | 50'000 | 51'577 CHF | 25'704 CHF | 93.27% | 93.27% |
06.05.2024 | 3.93% | 0.26 CHF | 0.27 CHF | 129'021 | 50'000 | 129'766 | 50'000 | 32'423 CHF | 12'995 CHF | 100.00% | 100.00% |
03.05.2024 | 4.26% | 0.25 CHF | 0.26 CHF | 129'971 | 50'000 | 131'084 | 50'000 | 30'473 CHF | 12'140 CHF | 98.63% | 98.63% |
02.05.2024 | 6.28% | 0.15 CHF | 0.16 CHF | 137'498 | 50'000 | 136'977 | 50'000 | 21'191 CHF | 8'237 CHF | 99.12% | 99.12% |
30.04.2024 | 5.75% | 0.15 CHF | 0.16 CHF | 137'761 | 50'000 | 136'008 | 50'000 | 23'048 CHF | 8'976 CHF | 100.00% | 100.00% |
29.04.2024 | 6.51% | 0.16 CHF | 0.17 CHF | 136'117 | 50'000 | 137'323 | 50'000 | 20'535 CHF | 7'981 CHF | 100.00% | 100.00% |
26.04.2024 | 7.97% | 0.12 CHF | 0.13 CHF | 140'143 | 50'000 | 139'535 | 50'000 | 16'834 CHF | 6'533 CHF | 99.60% | 99.60% |
25.04.2024 | 8.42% | 0.11 CHF | 0.12 CHF | 140'796 | 50'000 | 140'011 | 50'000 | 16'063 CHF | 6'239 CHF | 99.23% | 99.23% |