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 | 9.06% | 0.21 CHF | 0.22 CHF | 120'000 | 120'000 | 54'080 | 54'080 | 8'849 CHF | 9'533 CHF | 98.39% | 98.39% |
07.05.2024 | 7.96% | 0.14 CHF | 0.15 CHF | 122'000 | 122'000 | 54'140 | 54'140 | 8'614 CHF | 9'293 CHF | 98.97% | 98.97% |
06.05.2024 | 7.82% | 0.19 CHF | 0.20 CHF | 120'000 | 120'000 | 53'903 | 53'903 | 10'834 CHF | 11'588 CHF | 99.10% | 99.10% |
03.05.2024 | 5.57% | 0.20 CHF | 0.21 CHF | 120'000 | 120'000 | 53'240 | 53'240 | 13'609 CHF | 14'300 CHF | 99.98% | 99.98% |
02.05.2024 | 5.63% | 0.22 CHF | 0.23 CHF | 118'000 | 118'000 | 52'566 | 52'566 | 13'103 CHF | 13'784 CHF | 100.00% | 100.00% |
30.04.2024 | 1.73% | 0.88 CHF | 0.89 CHF | 98'000 | 98'000 | 44'657 | 44'657 | 39'282 CHF | 39'862 CHF | 99.96% | 99.96% |
29.04.2024 | 1.73% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 44'759 | 44'759 | 39'648 CHF | 40'229 CHF | 99.81% | 99.81% |
26.04.2024 | 1.79% | 0.90 CHF | 0.91 CHF | 98'000 | 98'000 | 44'566 | 44'566 | 38'939 CHF | 39'520 CHF | 98.55% | 98.55% |
25.04.2024 | 1.70% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 45'182 | 45'182 | 40'282 CHF | 40'870 CHF | 97.38% | 97.38% |
24.04.2024 | 1.77% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 44'826 | 44'826 | 38'664 CHF | 39'247 CHF | 99.59% | 99.59% |