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 | 6.01% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 58'625 | 54'740 | 18'925 CHF | 18'507 CHF | 94.40% | 94.40% |
06.05.2024 | 1.11% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'591 CHF | 90'591 CHF | 98.68% | 98.68% |
03.05.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'635 CHF | 98'635 CHF | 98.00% | 98.00% |
02.05.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'431 CHF | 102'431 CHF | 85.86% | 85.86% |
30.04.2024 | 1.02% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'937 CHF | 98'937 CHF | 99.95% | 99.95% |
29.04.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'485 CHF | 98'485 CHF | 98.26% | 98.26% |
26.04.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'420 CHF | 102'420 CHF | 96.94% | 96.94% |
25.04.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'726 CHF | 98'726 CHF | 98.28% | 98.28% |
24.04.2024 | 1.07% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'974 CHF | 93'974 CHF | 95.98% | 95.98% |
23.04.2024 | 1.60% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 78'490 | 78'490 | 65'385 CHF | 66'346 CHF | 100.00% | 100.00% |