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 | 2.09% | 0.50 CHF | 0.51 CHF | 65'000 | 65'000 | 36'051 | 36'051 | 17'556 CHF | 17'917 CHF | 98.42% | 98.42% |
06.05.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 65'000 | 65'000 | 35'951 | 35'951 | 18'060 CHF | 18'420 CHF | 100.00% | 100.00% |
03.05.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 65'000 | 65'000 | 35'637 | 35'637 | 16'636 CHF | 16'993 CHF | 99.97% | 99.97% |
02.05.2024 | 2.25% | 0.47 CHF | 0.48 CHF | 65'000 | 65'000 | 24'165 | 24'165 | 10'896 CHF | 11'138 CHF | 100.00% | 100.00% |
30.04.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 65'000 | 65'000 | 35'972 | 35'972 | 20'160 CHF | 20'520 CHF | 99.70% | 99.70% |
29.04.2024 | 1.72% | 0.62 CHF | 0.63 CHF | 65'000 | 65'000 | 36'114 | 36'114 | 21'438 CHF | 21'800 CHF | 98.04% | 98.04% |
26.04.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 65'000 | 65'000 | 35'955 | 35'955 | 21'833 CHF | 22'193 CHF | 99.31% | 99.31% |
25.04.2024 | 2.08% | 0.51 CHF | 0.52 CHF | 65'000 | 65'000 | 35'552 | 35'552 | 17'754 CHF | 18'114 CHF | 100.00% | 100.00% |
24.04.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 65'000 | 65'000 | 35'978 | 35'978 | 17'417 CHF | 17'777 CHF | 99.54% | 99.54% |
23.04.2024 | 2.36% | 0.51 CHF | 0.52 CHF | 65'000 | 65'000 | 37'332 | 37'332 | 16'736 CHF | 17'111 CHF | 99.24% | 99.24% |