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 | 2.07% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'947 CHF | 24'447 CHF | 100.00% | 100.00% |
07.05.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'778 CHF | 23'278 CHF | 100.00% | 100.00% |
06.05.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'854 CHF | 22'354 CHF | 100.00% | 100.00% |
03.05.2024 | 2.41% | 0.44 CHF | 0.45 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 24'593 CHF | 25'193 CHF | 100.00% | 100.00% |
02.05.2024 | 2.31% | 0.37 CHF | 0.38 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 19'345 CHF | 19'795 CHF | 100.00% | 100.00% |
30.04.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 23'933 CHF | 24'383 CHF | 100.00% | 100.00% |
29.04.2024 | 1.80% | 0.52 CHF | 0.53 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 22'017 CHF | 22'417 CHF | 100.00% | 100.00% |
26.04.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 24'807 CHF | 25'257 CHF | 100.00% | 100.00% |
25.04.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 21'207 CHF | 21'657 CHF | 100.00% | 100.00% |
24.04.2024 | 1.65% | 0.53 CHF | 0.54 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 27'060 CHF | 27'510 CHF | 100.00% | 100.00% |