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 | 0.53% | 1.82 CHF | 1.83 CHF | 30'000 | 30'000 | 30'000 | 18'300 | 56'226 CHF | 34'580 CHF | 99.05% | 99.05% |
30.04.2024 | 0.61% | 1.86 CHF | 1.87 CHF | 30'000 | 30'000 | 36'621 | 18'218 | 59'930 CHF | 30'459 CHF | 99.19% | 99.19% |
29.04.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 40'000 | 30'000 | 39'911 | 18'312 | 65'155 CHF | 30'021 CHF | 99.99% | 99.99% |
26.04.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 30'000 | 30'000 | 30'173 | 18'450 | 53'459 CHF | 32'711 CHF | 95.31% | 95.31% |
25.04.2024 | 0.57% | 2.08 CHF | 2.09 CHF | 30'000 | 30'000 | 34'398 | 18'231 | 59'643 CHF | 33'224 CHF | 96.26% | 96.26% |
24.04.2024 | 0.68% | 1.59 CHF | 1.60 CHF | 40'000 | 30'000 | 40'000 | 18'390 | 58'754 CHF | 27'301 CHF | 97.70% | 97.70% |
23.04.2024 | 0.62% | 1.46 CHF | 1.47 CHF | 40'000 | 30'000 | 39'178 | 17'821 | 63'094 CHF | 28'671 CHF | 95.96% | 95.96% |
22.04.2024 | 0.56% | 1.90 CHF | 1.91 CHF | 30'000 | 30'000 | 30'000 | 18'323 | 53'336 CHF | 32'962 CHF | 99.39% | 99.39% |
19.04.2024 | 0.47% | 1.94 CHF | 1.95 CHF | 30'000 | 30'000 | 30'000 | 18'273 | 64'173 CHF | 38'687 CHF | 99.66% | 99.66% |
18.04.2024 | 0.49% | 1.85 CHF | 1.86 CHF | 30'000 | 30'000 | 30'000 | 18'294 | 61'034 CHF | 37'093 CHF | 99.38% | 99.38% |