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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 2.08% | 5.37 CHF | 5.48 CHF | 10'000 | 10'000 | 11'145 | 10'000 | 56'994 CHF | 52'591 CHF | 99.42% | 99.42% |
08.05.2024 | 2.20% | 4.28 CHF | 4.38 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 86'407 CHF | 44'164 CHF | 98.83% | 98.83% |
07.05.2024 | 2.62% | 3.77 CHF | 3.87 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 74'497 CHF | 38'236 CHF | 97.06% | 97.06% |
06.05.2024 | 2.44% | 3.99 CHF | 4.08 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 77'723 CHF | 39'821 CHF | 100.00% | 100.00% |
03.05.2024 | 2.36% | 3.79 CHF | 3.88 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 77'592 CHF | 39'722 CHF | 97.92% | 97.92% |
02.05.2024 | 2.61% | 3.70 CHF | 3.80 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 75'378 CHF | 38'686 CHF | 99.40% | 99.40% |
30.04.2024 | 2.44% | 4.07 CHF | 4.17 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 80'960 CHF | 41'480 CHF | 99.37% | 99.37% |
29.04.2024 | 2.35% | 3.99 CHF | 4.08 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 78'670 CHF | 40'272 CHF | 75.34% | 75.34% |
26.04.2024 | 2.27% | 3.70 CHF | 3.78 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 74'402 CHF | 38'053 CHF | 98.59% | 98.59% |
25.04.2024 | 2.47% | 3.32 CHF | 3.41 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 68'589 CHF | 35'150 CHF | 98.78% | 98.78% |