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 | 2.87% | 0.72 CHF | 0.74 CHF | 70'000 | 70'000 | 69'559 | 69'559 | 48'391 CHF | 49'791 CHF | 88.42% | 88.42% |
06.05.2024 | 2.99% | 0.70 CHF | 0.72 CHF | 70'000 | 70'000 | 69'757 | 69'757 | 46'337 CHF | 47'737 CHF | 91.32% | 91.32% |
03.05.2024 | 3.40% | 0.62 CHF | 0.64 CHF | 70'000 | 70'000 | 69'443 | 69'443 | 40'760 CHF | 42'158 CHF | 89.44% | 89.44% |
02.05.2024 | 3.67% | 0.55 CHF | 0.57 CHF | 70'000 | 70'000 | 69'843 | 69'843 | 37'511 CHF | 38'911 CHF | 89.31% | 89.31% |
30.04.2024 | 3.25% | 0.51 CHF | 0.53 CHF | 70'000 | 70'000 | 66'294 | 66'294 | 40'319 CHF | 41'645 CHF | 86.27% | 86.27% |
29.04.2024 | 2.67% | 0.70 CHF | 0.72 CHF | 70'000 | 70'000 | 66'564 | 66'564 | 49'368 CHF | 50'700 CHF | 90.24% | 90.24% |
26.04.2024 | 2.95% | 0.72 CHF | 0.74 CHF | 70'000 | 70'000 | 68'988 | 68'988 | 46'260 CHF | 47'640 CHF | 88.66% | 88.66% |
25.04.2024 | 3.35% | 0.61 CHF | 0.63 CHF | 70'000 | 70'000 | 67'353 | 67'353 | 39'850 CHF | 41'195 CHF | 82.61% | 82.61% |
24.04.2024 | 2.72% | 0.73 CHF | 0.75 CHF | 70'000 | 70'000 | 28'683 | 28'683 | 20'943 CHF | 21'518 CHF | 87.23% | 87.23% |
23.04.2024 | 2.95% | 0.69 CHF | 0.71 CHF | 70'000 | 70'000 | 45'290 | 45'290 | 30'147 CHF | 31'053 CHF | 92.15% | 92.15% |