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 | 1.96% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 18'684 | 53'907 CHF | 16'805 CHF | 99.63% | 99.63% |
07.05.2024 | 1.91% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 59'953 | 18'701 | 55'533 CHF | 17'649 CHF | 99.43% | 99.43% |
06.05.2024 | 2.04% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 62'197 | 18'720 | 53'890 CHF | 16'772 CHF | 99.24% | 99.24% |
03.05.2024 | 1.87% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 37'372 | 37'372 | 36'050 CHF | 36'580 CHF | 99.36% | 99.36% |
02.05.2024 | 3.22% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 37'362 | 37'362 | 20'626 CHF | 21'157 CHF | 99.62% | 99.62% |
30.04.2024 | 2.68% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'339 | 18'685 | 52'765 CHF | 12'681 CHF | 99.63% | 99.63% |
29.04.2024 | 2.85% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 37'472 | 37'472 | 24'604 CHF | 25'135 CHF | 99.06% | 99.06% |
26.04.2024 | 3.22% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 37'671 | 37'671 | 20'843 CHF | 21'375 CHF | 97.94% | 97.94% |
25.04.2024 | 3.48% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 36'669 | 36'669 | 18'705 CHF | 19'230 CHF | 98.09% | 98.09% |
24.04.2024 | 3.82% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 37'709 | 37'709 | 17'668 CHF | 18'201 CHF | 97.71% | 97.71% |