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 | 2.26% | 0.92 CHF | 0.94 CHF | 60'000 | 25'000 | 61'282 | 25'000 | 53'867 CHF | 22'510 CHF | 98.92% | 98.92% |
06.05.2024 | 2.86% | 0.77 CHF | 0.79 CHF | 62'610 | 25'000 | 62'467 | 25'000 | 47'268 CHF | 19'465 CHF | 100.00% | 100.00% |
03.05.2024 | 2.62% | 0.75 CHF | 0.77 CHF | 62'406 | 25'000 | 62'536 | 25'000 | 47'179 CHF | 19'359 CHF | 98.63% | 98.63% |
02.05.2024 | 2.29% | 0.80 CHF | 0.82 CHF | 63'412 | 25'000 | 60'736 | 25'000 | 52'548 CHF | 22'145 CHF | 99.12% | 99.12% |
30.04.2024 | 2.90% | 0.83 CHF | 0.85 CHF | 63'912 | 25'000 | 63'020 | 25'000 | 47'854 CHF | 19'538 CHF | 100.00% | 100.00% |
29.04.2024 | 2.88% | 0.77 CHF | 0.79 CHF | 62'942 | 25'000 | 63'125 | 25'000 | 49'201 CHF | 20'053 CHF | 100.00% | 100.00% |
26.04.2024 | 2.40% | 0.78 CHF | 0.80 CHF | 63'313 | 25'000 | 62'597 | 25'000 | 51'580 CHF | 21'113 CHF | 99.60% | 99.60% |
25.04.2024 | 2.46% | 0.93 CHF | 0.96 CHF | 60'000 | 25'000 | 60'072 | 25'000 | 53'411 CHF | 22'783 CHF | 99.43% | 99.43% |
24.04.2024 | 2.53% | 0.83 CHF | 0.86 CHF | 63'734 | 25'000 | 61'421 | 25'000 | 51'477 CHF | 21'505 CHF | 100.00% | 100.00% |
23.04.2024 | 2.52% | 0.89 CHF | 0.91 CHF | 60'000 | 25'000 | 60'003 | 25'000 | 52'390 CHF | 22'385 CHF | 100.00% | 100.00% |