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 | 1.76% | 0.60 CHF | 0.61 CHF | 90'000 | 30'000 | 93'281 | 18'194 | 52'562 CHF | 10'407 CHF | 98.68% | 98.68% |
08.05.2024 | 0.89% | 1.07 CHF | 1.08 CHF | 50'000 | 30'000 | 50'000 | 18'313 | 56'160 CHF | 20'691 CHF | 99.99% | 99.99% |
07.05.2024 | 0.91% | 1.06 CHF | 1.07 CHF | 50'000 | 30'000 | 50'000 | 18'312 | 54'952 CHF | 20'188 CHF | 100.00% | 100.00% |
06.05.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 50'000 | 30'000 | 48'657 | 18'313 | 58'386 CHF | 22'138 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 40'000 | 30'000 | 40'366 | 18'364 | 57'156 CHF | 25'976 CHF | 97.18% | 97.18% |
02.05.2024 | 0.53% | 1.82 CHF | 1.83 CHF | 30'000 | 30'000 | 30'000 | 18'300 | 56'226 CHF | 34'580 CHF | 99.05% | 99.05% |
30.04.2024 | 0.61% | 1.86 CHF | 1.87 CHF | 30'000 | 30'000 | 36'621 | 18'218 | 59'930 CHF | 30'459 CHF | 99.19% | 99.19% |
29.04.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 40'000 | 30'000 | 39'911 | 18'312 | 65'155 CHF | 30'021 CHF | 99.99% | 99.99% |
26.04.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 30'000 | 30'000 | 30'173 | 18'450 | 53'459 CHF | 32'711 CHF | 95.31% | 95.31% |
25.04.2024 | 0.57% | 2.08 CHF | 2.09 CHF | 30'000 | 30'000 | 34'398 | 18'231 | 59'643 CHF | 33'224 CHF | 96.26% | 96.26% |