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 | 1.84% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'868 CHF | 54'868 CHF | 99.95% | 99.95% |
06.05.2024 | 2.80% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 51'696 CHF | 52'735 CHF | 99.99% | 99.99% |
03.05.2024 | 3.62% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 85'983 | 85'983 | 47'137 CHF | 48'207 CHF | 97.28% | 97.28% |
02.05.2024 | 2.84% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 98'358 | 94'456 | 48'724 CHF | 47'842 CHF | 99.47% | 99.47% |
30.04.2024 | 2.63% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 100'946 | 95'984 | 49'655 CHF | 48'309 CHF | 98.41% | 98.41% |
29.04.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'377 | 100'000 | 50'905 CHF | 51'720 CHF | 99.93% | 99.93% |
26.04.2024 | 2.97% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 94'045 | 93'132 | 47'620 CHF | 48'208 CHF | 95.45% | 95.45% |
25.04.2024 | 4.30% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 86'188 | 85'040 | 42'863 CHF | 43'379 CHF | 96.44% | 96.44% |
24.04.2024 | 2.47% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 103'274 | 96'911 | 50'996 CHF | 48'896 CHF | 97.61% | 97.61% |
23.04.2024 | 2.81% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 93'337 | 93'337 | 48'669 CHF | 49'703 CHF | 96.01% | 96.01% |