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 | 1.80% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 54'740 | 54'740 | 51'633 CHF | 52'537 CHF | 94.40% | 94.40% |
06.05.2024 | 2.63% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 139'070 | 100'000 | 52'099 CHF | 38'564 CHF | 98.68% | 98.68% |
03.05.2024 | 3.27% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 172'040 | 100'000 | 51'752 CHF | 31'126 CHF | 98.00% | 98.00% |
02.05.2024 | 3.70% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 192'037 | 100'000 | 51'024 CHF | 27'626 CHF | 81.23% | 85.86% |
30.04.2024 | 3.25% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 170'464 | 100'000 | 51'658 CHF | 31'442 CHF | 100.00% | 100.00% |
29.04.2024 | 2.92% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 153'021 | 100'000 | 51'650 CHF | 34'793 CHF | 98.25% | 98.25% |
26.04.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 171'821 | 100'000 | 51'826 CHF | 31'237 CHF | 96.93% | 96.93% |
25.04.2024 | 2.92% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 152'691 | 100'000 | 51'609 CHF | 35'063 CHF | 97.23% | 97.23% |
24.04.2024 | 2.51% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 131'766 | 100'000 | 51'759 CHF | 40'940 CHF | 95.98% | 95.98% |
23.04.2024 | 2.94% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 82'726 | 78'490 | 40'213 CHF | 39'155 CHF | 100.00% | 100.00% |