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 | 1.23% | 0.70 CHF | 0.71 CHF | 80'000 | 30'000 | 67'048 | 18'320 | 54'292 CHF | 14'878 CHF | 99.76% | 99.76% |
06.05.2024 | 0.96% | 0.97 CHF | 0.98 CHF | 60'000 | 30'000 | 52'073 | 18'313 | 53'820 CHF | 18'920 CHF | 99.99% | 99.99% |
03.05.2024 | 0.69% | 1.30 CHF | 1.31 CHF | 40'000 | 30'000 | 41'645 | 18'412 | 60'198 CHF | 26'198 CHF | 95.26% | 95.26% |
02.05.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 30'000 | 30'000 | 30'000 | 18'342 | 58'046 CHF | 36'051 CHF | 98.81% | 98.81% |
30.04.2024 | 0.71% | 1.60 CHF | 1.61 CHF | 40'000 | 30'000 | 40'000 | 18'215 | 56'024 CHF | 25'816 CHF | 99.06% | 99.06% |
29.04.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 40'000 | 30'000 | 40'000 | 18'312 | 53'838 CHF | 24'901 CHF | 99.99% | 99.99% |
26.04.2024 | 0.62% | 1.47 CHF | 1.48 CHF | 40'000 | 30'000 | 38'407 | 18'469 | 61'815 CHF | 29'656 CHF | 95.40% | 95.40% |
25.04.2024 | 0.46% | 2.34 CHF | 2.35 CHF | 30'000 | 30'000 | 30'000 | 17'760 | 64'961 CHF | 39'014 CHF | 92.54% | 92.54% |
24.04.2024 | 0.58% | 1.81 CHF | 1.82 CHF | 30'000 | 30'000 | 30'916 | 18'382 | 52'801 CHF | 31'538 CHF | 97.63% | 97.63% |
23.04.2024 | 0.45% | 1.94 CHF | 1.95 CHF | 30'000 | 30'000 | 30'000 | 17'830 | 67'029 CHF | 39'423 CHF | 95.95% | 95.95% |