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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 1.26% | 0.83 CHF | 0.84 CHF | 20'000 | 20'000 | 19'868 | 19'868 | 15'836 CHF | 16'035 CHF | 99.23% | 99.23% |
08.05.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 20'000 | 20'000 | 19'878 | 19'878 | 26'975 CHF | 27'174 CHF | 99.68% | 99.68% |
07.05.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 20'000 | 20'000 | 19'790 | 19'790 | 26'404 CHF | 26'603 CHF | 99.71% | 99.71% |
06.05.2024 | 0.70% | 1.48 CHF | 1.49 CHF | 20'000 | 20'000 | 19'788 | 19'788 | 28'414 CHF | 28'612 CHF | 98.33% | 98.33% |
03.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 20'000 | 20'000 | 19'901 | 19'901 | 32'609 CHF | 32'808 CHF | 96.48% | 96.48% |
02.05.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 20'000 | 20'000 | 19'884 | 19'885 | 41'347 CHF | 41'547 CHF | 98.64% | 98.64% |
30.04.2024 | 0.54% | 2.07 CHF | 2.08 CHF | 20'000 | 20'000 | 19'913 | 19'913 | 36'976 CHF | 37'175 CHF | 99.28% | 99.28% |
29.04.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 20'000 | 20'000 | 19'768 | 19'768 | 36'595 CHF | 36'793 CHF | 99.51% | 99.51% |
26.04.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 20'000 | 20'000 | 19'940 | 19'940 | 39'568 CHF | 39'768 CHF | 98.69% | 98.69% |
25.04.2024 | 0.52% | 2.30 CHF | 2.31 CHF | 20'000 | 20'000 | 19'777 | 19'777 | 38'942 CHF | 39'140 CHF | 98.41% | 98.41% |