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 | 0.95% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 52'097 | 52'097 | 54'492 CHF | 55'013 CHF | 99.59% | 99.59% |
06.05.2024 | 1.59% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'472 CHF | 63'472 CHF | 99.76% | 99.76% |
03.05.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'136 CHF | 58'136 CHF | 100.00% | 100.00% |
02.05.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'580 CHF | 55'580 CHF | 100.00% | 100.00% |
30.04.2024 | 1.73% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'212 CHF | 58'212 CHF | 100.00% | 100.00% |
29.04.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'856 CHF | 64'856 CHF | 93.98% | 93.98% |
26.04.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'695 CHF | 60'695 CHF | 99.01% | 99.01% |
25.04.2024 | 1.59% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 99'567 | 99'567 | 62'235 CHF | 63'230 CHF | 80.79% | 80.79% |
24.04.2024 | 1.50% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 90'614 | 90'614 | 59'870 CHF | 60'776 CHF | 99.46% | 99.46% |
23.04.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'529 CHF | 56'279 CHF | 94.84% | 94.84% |