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 | 0.90% | 1.77 CHF | 1.78 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 51'908 CHF | 17'459 CHF | 98.92% | 98.92% |
06.05.2024 | 1.01% | 1.70 CHF | 1.71 CHF | 30'000 | 10'000 | 29'867 | 9'973 | 51'115 CHF | 17'242 CHF | 100.00% | 100.00% |
03.05.2024 | 1.58% | 1.66 CHF | 1.69 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 8'445 CHF | 8'580 CHF | 98.63% | 98.63% |
02.05.2024 | 1.52% | 1.77 CHF | 1.80 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 9'042 CHF | 9'180 CHF | 99.00% | 99.00% |
30.04.2024 | 1.33% | 2.00 CHF | 2.03 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 10'228 CHF | 10'364 CHF | 100.00% | 100.00% |
29.04.2024 | 0.62% | 2.77 CHF | 2.79 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 55'695 CHF | 28'020 CHF | 100.00% | 100.00% |
26.04.2024 | 0.62% | 2.75 CHF | 2.76 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 53'093 CHF | 26'712 CHF | 99.27% | 99.27% |
25.04.2024 | 0.60% | 2.52 CHF | 2.53 CHF | 20'000 | 10'000 | 20'004 | 10'000 | 53'760 CHF | 27'037 CHF | 98.87% | 98.87% |
24.04.2024 | 0.64% | 2.71 CHF | 2.73 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 54'632 CHF | 27'492 CHF | 100.00% | 100.00% |
23.04.2024 | 0.65% | 2.68 CHF | 2.69 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 53'069 CHF | 26'708 CHF | 100.00% | 100.00% |