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 | 1.51% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'620 CHF | 33'388 CHF | 98.68% | 98.68% |
08.05.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'853 CHF | 35'408 CHF | 100.00% | 100.00% |
07.05.2024 | 1.40% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 73'690 | 50'000 | 52'314 CHF | 36'058 CHF | 99.97% | 99.97% |
06.05.2024 | 2.23% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 72'561 | 46'075 | 51'300 CHF | 33'088 CHF | 100.00% | 100.00% |
03.05.2024 | 2.83% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 65'786 | 43'049 | 46'733 CHF | 31'120 CHF | 97.06% | 97.06% |
02.05.2024 | 1.91% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 65'842 | 47'228 | 48'250 CHF | 35'119 CHF | 99.48% | 99.48% |
30.04.2024 | 1.76% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 66'546 | 47'697 | 50'369 CHF | 36'609 CHF | 99.15% | 99.15% |
29.04.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'995 CHF | 39'068 CHF | 99.70% | 99.70% |
26.04.2024 | 1.89% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 64'849 | 46'566 | 51'719 CHF | 37'648 CHF | 95.46% | 95.46% |
25.04.2024 | 2.59% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 58'642 | 42'428 | 47'653 CHF | 35'006 CHF | 96.44% | 96.44% |