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 | 1.69% | 2.86 CHF | 2.89 CHF | 50'000 | 50'000 | 18'684 | 18'684 | 56'377 CHF | 57'172 CHF | 99.62% | 99.62% |
07.05.2024 | 1.57% | 3.16 CHF | 3.19 CHF | 50'000 | 50'000 | 18'726 | 18'726 | 62'665 CHF | 63'461 CHF | 99.16% | 99.16% |
06.05.2024 | 1.37% | 3.57 CHF | 3.60 CHF | 50'000 | 50'000 | 18'685 | 18'685 | 70'617 CHF | 71'412 CHF | 99.62% | 99.62% |
03.05.2024 | 1.99% | 4.14 CHF | 4.19 CHF | 50'000 | 50'000 | 26'468 | 18'624 | 115'193 CHF | 81'359 CHF | 99.43% | 99.43% |
02.05.2024 | 1.77% | 4.67 CHF | 4.72 CHF | 30'000 | 30'000 | 15'345 | 11'211 | 75'764 CHF | 55'818 CHF | 99.62% | 99.62% |
30.04.2024 | 1.81% | 5.16 CHF | 5.21 CHF | 50'000 | 50'000 | 26'483 | 18'687 | 130'261 CHF | 93'662 CHF | 99.61% | 99.61% |
29.04.2024 | 1.83% | 4.89 CHF | 4.94 CHF | 50'000 | 50'000 | 26'550 | 18'734 | 129'006 CHF | 92'696 CHF | 99.05% | 99.05% |
26.04.2024 | 1.90% | 4.99 CHF | 5.04 CHF | 50'000 | 50'000 | 26'583 | 18'778 | 126'131 CHF | 91'546 CHF | 98.56% | 98.56% |
25.04.2024 | 1.71% | 4.89 CHF | 4.94 CHF | 50'000 | 50'000 | 18'441 | 18'441 | 94'273 CHF | 95'590 CHF | 98.41% | 98.41% |
24.04.2024 | 1.22% | 5.02 CHF | 5.05 CHF | 50'000 | 50'000 | 26'643 | 18'857 | 119'731 CHF | 87'287 CHF | 97.70% | 97.70% |