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 | 2.72% | 0.42 CHF | 0.43 CHF | 120'000 | 120'000 | 54'080 | 54'080 | 20'624 CHF | 21'166 CHF | 98.39% | 98.39% |
07.05.2024 | 2.62% | 0.36 CHF | 0.37 CHF | 122'000 | 122'000 | 54'136 | 54'136 | 20'367 CHF | 20'909 CHF | 98.97% | 98.97% |
06.05.2024 | 3.56% | 0.40 CHF | 0.41 CHF | 120'000 | 120'000 | 53'891 | 53'891 | 22'523 CHF | 23'216 CHF | 99.13% | 99.13% |
03.05.2024 | 3.12% | 0.42 CHF | 0.43 CHF | 120'000 | 120'000 | 53'260 | 53'260 | 25'184 CHF | 25'875 CHF | 100.00% | 100.00% |
02.05.2024 | 3.14% | 0.44 CHF | 0.45 CHF | 118'000 | 118'000 | 52'560 | 52'560 | 24'579 CHF | 25'260 CHF | 99.99% | 99.99% |
30.04.2024 | 1.39% | 1.10 CHF | 1.11 CHF | 98'000 | 98'000 | 44'639 | 44'639 | 49'030 CHF | 49'611 CHF | 99.96% | 99.96% |
29.04.2024 | 1.39% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 44'759 | 44'759 | 49'423 CHF | 50'004 CHF | 99.81% | 99.81% |
26.04.2024 | 1.43% | 1.12 CHF | 1.13 CHF | 98'000 | 98'000 | 44'565 | 44'565 | 48'631 CHF | 49'213 CHF | 98.55% | 98.55% |
25.04.2024 | 1.37% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 45'186 | 45'186 | 50'119 CHF | 50'707 CHF | 97.38% | 97.38% |
24.04.2024 | 1.42% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 44'826 | 44'826 | 48'461 CHF | 49'044 CHF | 99.59% | 99.59% |