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 | 2.03% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 116'691 | 116'691 | 56'801 CHF | 57'968 CHF | 99.14% | 99.14% |
07.05.2024 | 1.54% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 87'800 | 87'800 | 56'296 CHF | 57'174 CHF | 98.97% | 98.97% |
06.05.2024 | 1.21% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'941 CHF | 62'691 CHF | 98.98% | 98.98% |
03.05.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 75'355 | 75'355 | 53'975 CHF | 54'729 CHF | 98.97% | 98.97% |
02.05.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 93'174 | 93'174 | 61'276 CHF | 62'208 CHF | 98.84% | 98.84% |
30.04.2024 | 1.43% | 0.66 CHF | 0.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 51'976 CHF | 52'726 CHF | 99.18% | 99.18% |
29.04.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 75'645 | 75'645 | 52'188 CHF | 52'945 CHF | 99.04% | 99.04% |
26.04.2024 | 1.60% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'129 CHF | 63'129 CHF | 84.67% | 84.67% |
25.04.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'179 CHF | 55'179 CHF | 83.03% | 83.03% |
24.04.2024 | 1.64% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'531 CHF | 61'531 CHF | 99.16% | 99.16% |