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 | 3.22% | 1.63 CHF | 1.66 CHF | 50'000 | 50'000 | 40'949 | 18'691 | 66'783 CHF | 31'170 CHF | 99.66% | 99.66% |
07.05.2024 | 3.46% | 1.71 CHF | 1.74 CHF | 50'000 | 50'000 | 42'172 | 18'689 | 64'984 CHF | 30'649 CHF | 99.65% | 99.65% |
06.05.2024 | 3.66% | 1.43 CHF | 1.46 CHF | 50'000 | 50'000 | 42'172 | 18'688 | 60'423 CHF | 27'551 CHF | 99.65% | 99.65% |
03.05.2024 | 3.68% | 1.28 CHF | 1.31 CHF | 50'000 | 50'000 | 42'154 | 18'616 | 59'511 CHF | 26'194 CHF | 99.25% | 99.25% |
02.05.2024 | 2.65% | 1.35 CHF | 1.37 CHF | 50'000 | 50'000 | 42'130 | 18'519 | 56'231 CHF | 25'376 CHF | 99.12% | 99.12% |
30.04.2024 | 3.68% | 1.39 CHF | 1.42 CHF | 50'000 | 50'000 | 42'153 | 18'613 | 60'436 CHF | 27'831 CHF | 99.37% | 99.37% |
29.04.2024 | 2.93% | 1.56 CHF | 1.59 CHF | 50'000 | 50'000 | 34'468 | 18'937 | 60'562 CHF | 33'078 CHF | 96.86% | 96.86% |
26.04.2024 | 1.69% | 1.93 CHF | 1.95 CHF | 100'000 | 100'000 | 46'150 | 38'458 | 93'647 CHF | 78'572 CHF | 93.81% | 93.81% |
25.04.2024 | 5.50% | 1.03 CHF | 1.06 CHF | 50'000 | 50'000 | 58'842 | 16'697 | 57'156 CHF | 17'001 CHF | 83.83% | 98.23% |
24.04.2024 | 2.88% | 1.22 CHF | 1.24 CHF | 50'000 | 50'000 | 49'274 | 18'841 | 60'061 CHF | 23'590 CHF | 97.68% | 97.68% |