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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 1.65% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 94'456 | 94'456 | 79'842 CHF | 80'870 CHF | 99.47% | 99.47% |
30.04.2024 | 1.54% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 95'985 | 95'985 | 80'278 CHF | 81'298 CHF | 98.40% | 98.40% |
29.04.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'713 CHF | 84'713 CHF | 99.97% | 99.97% |
26.04.2024 | 1.81% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 93'133 | 93'133 | 77'113 CHF | 78'147 CHF | 95.45% | 95.45% |
25.04.2024 | 2.43% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 85'669 | 85'669 | 71'419 CHF | 72'490 CHF | 95.51% | 95.51% |
24.04.2024 | 1.42% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 96'911 | 96'911 | 83'506 CHF | 84'521 CHF | 97.61% | 97.61% |
23.04.2024 | 1.69% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 93'690 | 93'690 | 82'186 CHF | 83'217 CHF | 95.45% | 95.45% |
22.04.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 99'710 | 99'710 | 89'734 CHF | 90'736 CHF | 99.99% | 99.99% |
19.04.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'952 CHF | 89'952 CHF | 92.47% | 92.47% |
18.04.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'822 CHF | 88'822 CHF | 96.04% | 96.04% |