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 | 2.18% | 4.03 CHF | 4.08 CHF | 30'000 | 30'000 | 22'172 | 11'213 | 89'528 CHF | 45'973 CHF | 99.64% | 99.64% |
07.05.2024 | 2.29% | 4.15 CHF | 4.20 CHF | 30'000 | 30'000 | 22'172 | 11'213 | 86'331 CHF | 45'347 CHF | 99.64% | 99.64% |
06.05.2024 | 2.37% | 3.71 CHF | 3.76 CHF | 50'000 | 50'000 | 26'516 | 18'688 | 98'291 CHF | 70'584 CHF | 99.65% | 99.65% |
03.05.2024 | 2.38% | 3.45 CHF | 3.50 CHF | 50'000 | 50'000 | 26'477 | 18'636 | 96'261 CHF | 68'316 CHF | 99.48% | 99.48% |
02.05.2024 | 2.50% | 3.57 CHF | 3.62 CHF | 50'000 | 50'000 | 26'458 | 18'611 | 93'698 CHF | 67'375 CHF | 99.41% | 99.41% |
30.04.2024 | 2.39% | 3.63 CHF | 3.68 CHF | 50'000 | 50'000 | 26'484 | 18'645 | 98'225 CHF | 70'791 CHF | 99.51% | 99.51% |
29.04.2024 | 2.09% | 3.87 CHF | 3.92 CHF | 30'000 | 30'000 | 22'234 | 11'360 | 92'312 CHF | 47'070 CHF | 96.85% | 96.85% |
26.04.2024 | 1.14% | 4.39 CHF | 4.42 CHF | 50'000 | 50'000 | 26'920 | 19'226 | 122'917 CHF | 87'811 CHF | 93.80% | 93.80% |
25.04.2024 | 3.21% | 2.87 CHF | 2.92 CHF | 50'000 | 50'000 | 26'329 | 18'381 | 72'127 CHF | 51'586 CHF | 98.05% | 98.05% |
24.04.2024 | 1.67% | 3.16 CHF | 3.19 CHF | 50'000 | 50'000 | 26'633 | 18'844 | 84'387 CHF | 60'564 CHF | 97.69% | 97.69% |