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 | 1.14% | 0.77 CHF | 0.78 CHF | 30'000 | 10'000 | 18'214 | 6'069 | 15'791 CHF | 5'322 CHF | 99.99% | 99.99% |
06.05.2024 | 0.82% | 1.12 CHF | 1.13 CHF | 50'000 | 10'000 | 22'598 | 6'085 | 26'648 CHF | 7'335 CHF | 99.99% | 99.99% |
03.05.2024 | 0.59% | 1.61 CHF | 1.62 CHF | 40'000 | 10'000 | 31'412 | 6'106 | 53'154 CHF | 10'220 CHF | 97.29% | 97.29% |
02.05.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 30'000 | 10'000 | 29'939 | 6'085 | 63'752 CHF | 13'158 CHF | 99.38% | 99.38% |
30.04.2024 | 0.63% | 1.84 CHF | 1.85 CHF | 30'000 | 10'000 | 19'846 | 6'054 | 31'605 CHF | 9'693 CHF | 99.16% | 99.16% |
29.04.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 40'000 | 10'000 | 40'000 | 6'102 | 61'208 CHF | 9'367 CHF | 99.94% | 99.94% |
26.04.2024 | 0.57% | 1.67 CHF | 1.68 CHF | 30'000 | 10'000 | 31'438 | 6'146 | 54'418 CHF | 10'652 CHF | 95.21% | 95.21% |
25.04.2024 | 0.44% | 2.52 CHF | 2.53 CHF | 20'000 | 10'000 | 28'078 | 6'059 | 63'110 CHF | 14'070 CHF | 95.91% | 95.91% |
24.04.2024 | 0.54% | 2.00 CHF | 2.01 CHF | 30'000 | 10'000 | 30'000 | 6'130 | 55'042 CHF | 11'337 CHF | 97.69% | 97.69% |
23.04.2024 | 0.44% | 1.95 CHF | 1.96 CHF | 30'000 | 10'000 | 30'000 | 5'940 | 68'398 CHF | 13'382 CHF | 95.94% | 95.94% |