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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.05.2024 | 1.15% | 1.51 CHF | 1.53 CHF | 40'000 | 10'000 | 39'813 | 9'973 | 60'755 CHF | 15'396 CHF | 100.00% | 100.00% |
03.05.2024 | 1.81% | 1.48 CHF | 1.51 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 7'518 CHF | 7'656 CHF | 98.45% | 98.45% |
02.05.2024 | 1.67% | 1.59 CHF | 1.62 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 8'119 CHF | 8'256 CHF | 99.07% | 99.07% |
30.04.2024 | 1.47% | 1.82 CHF | 1.84 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 9'301 CHF | 9'439 CHF | 100.00% | 100.00% |
29.04.2024 | 0.67% | 2.59 CHF | 2.60 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 51'994 CHF | 26'172 CHF | 99.52% | 99.52% |
26.04.2024 | 0.65% | 2.56 CHF | 2.58 CHF | 20'000 | 10'000 | 27'891 | 10'000 | 68'729 CHF | 24'857 CHF | 99.26% | 99.26% |
25.04.2024 | 0.69% | 2.33 CHF | 2.35 CHF | 30'000 | 10'000 | 23'334 | 10'000 | 57'956 CHF | 25'197 CHF | 98.90% | 98.90% |
24.04.2024 | 0.68% | 2.52 CHF | 2.54 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 50'930 CHF | 25'639 CHF | 100.00% | 100.00% |
23.04.2024 | 0.71% | 2.49 CHF | 2.51 CHF | 30'000 | 10'000 | 29'983 | 10'000 | 74'011 CHF | 24'861 CHF | 100.00% | 100.00% |
22.04.2024 | 0.70% | 2.39 CHF | 2.40 CHF | 30'000 | 10'000 | 28'948 | 9'790 | 70'042 CHF | 23'848 CHF | 99.60% | 99.60% |