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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 15.18% | 0.03 CHF | 0.04 CHF | 72'000 | 72'000 | 72'836 | 72'836 | 7'522 CHF | 8'615 CHF | 11.31% | 11.31% |
07.05.2024 | 8.97% | 0.16 CHF | 0.17 CHF | 74'000 | 74'000 | 73'675 | 73'675 | 12'178 CHF | 13'283 CHF | 99.75% | 99.75% |
06.05.2024 | 4.31% | 0.43 CHF | 0.45 CHF | 78'000 | 78'000 | 78'002 | 78'002 | 35'479 CHF | 37'039 CHF | 92.86% | 100.00% |
03.05.2024 | 2.71% | 0.51 CHF | 0.53 CHF | 79'000 | 79'000 | 79'735 | 79'735 | 45'526 CHF | 46'739 CHF | 99.78% | 99.78% |
02.05.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 82'000 | 82'000 | 81'292 | 81'292 | 55'094 CHF | 55'907 CHF | 98.58% | 98.58% |
30.04.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 81'000 | 81'000 | 80'640 | 80'640 | 50'632 CHF | 51'439 CHF | 100.00% | 100.00% |
29.04.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 80'000 | 80'000 | 80'253 | 80'253 | 49'536 CHF | 50'339 CHF | 100.00% | 100.00% |
26.04.2024 | 1.49% | 0.64 CHF | 0.65 CHF | 81'000 | 81'000 | 81'177 | 81'177 | 54'249 CHF | 55'060 CHF | 99.41% | 99.41% |
25.04.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 83'000 | 83'000 | 82'390 | 82'390 | 61'142 CHF | 61'966 CHF | 99.69% | 99.69% |
24.04.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 82'000 | 82'000 | 81'128 | 81'128 | 54'621 CHF | 55'432 CHF | 99.31% | 99.31% |