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 | 1.76% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 92'504 | 50'000 | 52'096 CHF | 28'685 CHF | 100.00% | 100.00% |
07.05.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 97'650 | 50'000 | 52'938 CHF | 27'640 CHF | 97.31% | 97.31% |
06.05.2024 | 3.40% | 0.30 CHF | 0.31 CHF | 129'021 | 50'000 | 129'766 | 50'000 | 37'613 CHF | 14'995 CHF | 100.00% | 100.00% |
03.05.2024 | 3.62% | 0.29 CHF | 0.30 CHF | 130'016 | 50'000 | 131'042 | 50'000 | 35'790 CHF | 14'173 CHF | 98.63% | 98.63% |
02.05.2024 | 5.01% | 0.19 CHF | 0.20 CHF | 137'770 | 50'000 | 137'030 | 50'000 | 26'713 CHF | 10'249 CHF | 99.12% | 99.12% |
30.04.2024 | 4.66% | 0.19 CHF | 0.20 CHF | 137'795 | 50'000 | 136'021 | 50'000 | 28'564 CHF | 11'003 CHF | 100.00% | 100.00% |
29.04.2024 | 5.16% | 0.20 CHF | 0.21 CHF | 136'117 | 50'000 | 137'323 | 50'000 | 26'028 CHF | 9'981 CHF | 100.00% | 100.00% |
26.04.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 140'143 | 50'000 | 139'532 | 50'000 | 22'415 CHF | 8'533 CHF | 99.60% | 99.60% |
25.04.2024 | 6.29% | 0.15 CHF | 0.16 CHF | 140'796 | 50'000 | 140'011 | 50'000 | 21'663 CHF | 8'239 CHF | 99.23% | 99.23% |
24.04.2024 | 5.99% | 0.16 CHF | 0.17 CHF | 139'683 | 50'000 | 139'646 | 50'000 | 22'664 CHF | 8'616 CHF | 100.00% | 100.00% |