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 | 1.62% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'155 CHF | 62'155 CHF | 99.23% | 99.23% |
06.05.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'141 CHF | 61'141 CHF | 99.21% | 99.21% |
03.05.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'217 CHF | 56'217 CHF | 99.39% | 99.39% |
02.05.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 99'000 | 100'000 | 100'000 | 100'000 | 53'534 CHF | 54'534 CHF | 90.84% | 90.84% |
30.04.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'246 CHF | 55'246 CHF | 88.41% | 88.41% |
29.04.2024 | 1.97% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 108'206 | 108'206 | 54'397 CHF | 55'479 CHF | 71.30% | 71.30% |
26.04.2024 | 2.17% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 121'722 | 121'722 | 55'374 CHF | 56'591 CHF | 93.89% | 93.89% |
25.04.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 145'637 | 145'637 | 56'409 CHF | 57'865 CHF | 83.97% | 83.97% |
24.04.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 133'281 | 133'281 | 52'938 CHF | 54'270 CHF | 99.38% | 99.38% |
23.04.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 142'005 | 142'005 | 55'655 CHF | 57'076 CHF | 99.38% | 99.38% |