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 | 0.76% | 1.19 CHF | 1.20 CHF | 50'000 | 30'000 | 40'716 | 18'320 | 53'334 CHF | 24'026 CHF | 99.76% | 99.76% |
06.05.2024 | 0.65% | 1.47 CHF | 1.48 CHF | 40'000 | 30'000 | 40'000 | 18'313 | 61'605 CHF | 28'140 CHF | 99.99% | 99.99% |
03.05.2024 | 0.51% | 1.81 CHF | 1.82 CHF | 30'000 | 30'000 | 30'332 | 18'423 | 59'544 CHF | 35'604 CHF | 95.39% | 95.39% |
02.05.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 30'000 | 30'000 | 29'838 | 18'344 | 73'327 CHF | 45'650 CHF | 98.84% | 98.84% |
30.04.2024 | 0.52% | 2.12 CHF | 2.13 CHF | 30'000 | 30'000 | 30'000 | 18'218 | 57'453 CHF | 35'208 CHF | 99.09% | 99.09% |
29.04.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 30'000 | 30'000 | 30'000 | 18'311 | 55'745 CHF | 34'280 CHF | 99.99% | 99.99% |
26.04.2024 | 0.47% | 1.99 CHF | 2.00 CHF | 30'000 | 30'000 | 30'000 | 18'468 | 63'902 CHF | 39'215 CHF | 95.45% | 95.45% |
25.04.2024 | 0.37% | 2.86 CHF | 2.87 CHF | 30'000 | 30'000 | 21'839 | 17'758 | 58'996 CHF | 48'327 CHF | 92.54% | 92.54% |
24.04.2024 | 0.45% | 2.33 CHF | 2.34 CHF | 30'000 | 30'000 | 30'000 | 18'387 | 66'860 CHF | 41'076 CHF | 97.68% | 97.68% |
23.04.2024 | 0.36% | 2.46 CHF | 2.47 CHF | 30'000 | 30'000 | 21'887 | 17'830 | 60'039 CHF | 48'817 CHF | 95.95% | 95.95% |