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 | 2.84% | 2.07 CHF | 2.10 CHF | 50'000 | 50'000 | 18'727 | 18'727 | 35'431 CHF | 36'228 CHF | 99.16% | 99.16% |
06.05.2024 | 2.28% | 1.77 CHF | 1.79 CHF | 100'000 | 100'000 | 37'369 | 37'369 | 60'676 CHF | 61'737 CHF | 99.61% | 99.61% |
03.05.2024 | 2.74% | 1.44 CHF | 1.46 CHF | 100'000 | 100'000 | 37'147 | 37'147 | 50'575 CHF | 51'632 CHF | 99.27% | 99.27% |
02.05.2024 | 3.15% | 1.25 CHF | 1.27 CHF | 100'000 | 100'000 | 37'370 | 37'370 | 43'202 CHF | 44'263 CHF | 99.62% | 99.62% |
30.04.2024 | 2.97% | 1.10 CHF | 1.12 CHF | 100'000 | 100'000 | 37'342 | 37'342 | 43'666 CHF | 44'726 CHF | 99.55% | 99.55% |
29.04.2024 | 2.93% | 1.18 CHF | 1.20 CHF | 100'000 | 100'000 | 37'467 | 37'467 | 44'507 CHF | 45'569 CHF | 99.05% | 99.05% |
26.04.2024 | 2.74% | 1.15 CHF | 1.17 CHF | 100'000 | 100'000 | 37'556 | 37'556 | 45'876 CHF | 46'939 CHF | 98.57% | 98.57% |
25.04.2024 | 3.23% | 1.22 CHF | 1.24 CHF | 100'000 | 100'000 | 36'929 | 36'929 | 41'782 CHF | 42'836 CHF | 98.49% | 98.49% |
24.04.2024 | 2.20% | 1.19 CHF | 1.21 CHF | 100'000 | 100'000 | 37'710 | 37'710 | 54'943 CHF | 56'009 CHF | 97.70% | 97.70% |
23.04.2024 | 2.73% | 1.53 CHF | 1.55 CHF | 100'000 | 100'000 | 37'369 | 37'369 | 51'741 CHF | 52'801 CHF | 99.62% | 99.62% |