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 | 1.60% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 87'895 | 57'766 | 54'505 CHF | 36'399 CHF | 99.23% | 99.23% |
07.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 84'341 | 57'766 | 56'152 CHF | 38'974 CHF | 99.51% | 99.51% |
06.05.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 92'167 | 57'739 | 54'811 CHF | 34'885 CHF | 99.52% | 99.52% |
03.05.2024 | 1.99% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 106'600 | 57'613 | 53'127 CHF | 30'083 CHF | 98.97% | 98.97% |
02.05.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 111'403 | 57'720 | 52'238 CHF | 27'480 CHF | 99.42% | 99.42% |
30.04.2024 | 1.91% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 101'487 | 56'673 | 52'506 CHF | 29'614 CHF | 97.00% | 97.00% |
29.04.2024 | 1.68% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 90'707 | 57'783 | 53'637 CHF | 34'027 CHF | 98.91% | 98.91% |
26.04.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'438 CHF | 43'365 CHF | 13.52% | 13.52% |
25.04.2024 | 1.77% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 94'943 | 57'341 | 53'138 CHF | 31'874 CHF | 98.12% | 98.12% |
24.04.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 84'324 | 58'522 | 58'944 CHF | 41'466 CHF | 97.30% | 97.30% |