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 | 2.66% | 2.38 CHF | 2.41 CHF | 50'000 | 50'000 | 18'685 | 18'685 | 40'449 CHF | 41'245 CHF | 99.63% | 99.63% |
07.05.2024 | 3.03% | 1.99 CHF | 2.02 CHF | 50'000 | 50'000 | 18'726 | 18'726 | 33'411 CHF | 34'208 CHF | 99.16% | 99.16% |
06.05.2024 | 2.52% | 1.64 CHF | 1.66 CHF | 100'000 | 100'000 | 37'369 | 37'369 | 55'407 CHF | 56'467 CHF | 99.62% | 99.62% |
03.05.2024 | 3.15% | 1.28 CHF | 1.30 CHF | 100'000 | 100'000 | 37'352 | 37'352 | 44'686 CHF | 45'747 CHF | 99.60% | 99.60% |
02.05.2024 | 3.75% | 1.07 CHF | 1.09 CHF | 100'000 | 100'000 | 37'368 | 37'368 | 36'517 CHF | 37'578 CHF | 99.61% | 99.61% |
30.04.2024 | 3.47% | 0.92 CHF | 0.94 CHF | 100'000 | 100'000 | 37'389 | 37'389 | 37'215 CHF | 38'276 CHF | 99.52% | 99.52% |
29.04.2024 | 3.41% | 1.01 CHF | 1.03 CHF | 100'000 | 100'000 | 37'467 | 37'467 | 38'072 CHF | 39'134 CHF | 99.05% | 99.05% |
26.04.2024 | 3.13% | 0.98 CHF | 1.00 CHF | 100'000 | 100'000 | 37'584 | 37'584 | 39'564 CHF | 40'628 CHF | 98.41% | 98.41% |
25.04.2024 | 3.83% | 1.05 CHF | 1.07 CHF | 100'000 | 100'000 | 36'881 | 36'881 | 35'407 CHF | 36'461 CHF | 98.41% | 98.41% |
24.04.2024 | 3.48% | 1.02 CHF | 1.05 CHF | 50'000 | 50'000 | 18'857 | 18'857 | 25'303 CHF | 26'103 CHF | 97.70% | 97.70% |