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 | 1.48% | 2.22 CHF | 2.24 CHF | 100'000 | 100'000 | 37'370 | 37'370 | 86'533 CHF | 87'593 CHF | 99.63% | 99.63% |
07.05.2024 | 1.40% | 2.40 CHF | 2.42 CHF | 100'000 | 100'000 | 37'455 | 37'455 | 94'133 CHF | 95'194 CHF | 99.17% | 99.17% |
06.05.2024 | 1.25% | 2.64 CHF | 2.66 CHF | 100'000 | 100'000 | 37'372 | 37'372 | 103'256 CHF | 104'317 CHF | 99.63% | 99.63% |
03.05.2024 | 1.13% | 2.97 CHF | 2.99 CHF | 100'000 | 100'000 | 37'305 | 37'305 | 114'360 CHF | 115'419 CHF | 99.49% | 99.49% |
02.05.2024 | 1.54% | 3.27 CHF | 3.30 CHF | 50'000 | 50'000 | 18'583 | 18'583 | 63'219 CHF | 64'012 CHF | 99.31% | 99.31% |
30.04.2024 | 1.04% | 3.55 CHF | 3.57 CHF | 100'000 | 100'000 | 37'375 | 37'375 | 128'042 CHF | 129'102 CHF | 99.63% | 99.63% |
29.04.2024 | 1.05% | 3.39 CHF | 3.41 CHF | 100'000 | 100'000 | 37'468 | 37'468 | 126'986 CHF | 128'048 CHF | 99.05% | 99.05% |
26.04.2024 | 1.09% | 3.45 CHF | 3.47 CHF | 100'000 | 100'000 | 37'557 | 37'557 | 125'789 CHF | 126'852 CHF | 98.58% | 98.58% |
25.04.2024 | 1.50% | 3.39 CHF | 3.42 CHF | 50'000 | 50'000 | 18'464 | 18'464 | 64'809 CHF | 65'599 CHF | 98.49% | 98.49% |
24.04.2024 | 1.15% | 3.46 CHF | 3.48 CHF | 100'000 | 100'000 | 37'714 | 37'714 | 121'101 CHF | 122'166 CHF | 97.71% | 97.71% |