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 | 0.39% | 2.47 CHF | 2.48 CHF | 30'000 | 10'000 | 20'434 | 6'085 | 52'690 CHF | 15'701 CHF | 100.00% | 100.00% |
06.05.2024 | 0.34% | 2.82 CHF | 2.83 CHF | 20'000 | 10'000 | 20'000 | 6'085 | 58'247 CHF | 17'673 CHF | 99.99% | 99.99% |
03.05.2024 | 0.29% | 3.30 CHF | 3.31 CHF | 20'000 | 10'000 | 20'000 | 6'109 | 68'103 CHF | 20'636 CHF | 97.39% | 97.39% |
02.05.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 20'000 | 10'000 | 20'000 | 6'085 | 77'039 CHF | 23'638 CHF | 99.34% | 99.34% |
30.04.2024 | 0.30% | 3.56 CHF | 3.57 CHF | 20'000 | 10'000 | 20'000 | 6'054 | 66'028 CHF | 20'100 CHF | 99.18% | 99.18% |
29.04.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 20'000 | 10'000 | 20'000 | 6'102 | 64'924 CHF | 19'840 CHF | 99.95% | 99.95% |
26.04.2024 | 0.29% | 3.39 CHF | 3.40 CHF | 20'000 | 10'000 | 20'000 | 6'147 | 69'069 CHF | 21'212 CHF | 95.23% | 95.23% |
25.04.2024 | 0.25% | 4.25 CHF | 4.26 CHF | 20'000 | 10'000 | 20'000 | 6'063 | 79'821 CHF | 24'537 CHF | 96.00% | 96.00% |
24.04.2024 | 0.28% | 3.71 CHF | 3.72 CHF | 20'000 | 10'000 | 20'000 | 6'130 | 70'911 CHF | 21'822 CHF | 97.70% | 97.70% |
23.04.2024 | 0.25% | 3.67 CHF | 3.68 CHF | 20'000 | 10'000 | 20'000 | 5'940 | 79'995 CHF | 23'598 CHF | 95.96% | 95.96% |