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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 2.74% | 0.66 CHF | 0.67 CHF | 60'000 | 60'000 | 30'622 | 30'622 | 20'132 CHF | 20'618 CHF | 100.00% | 100.00% |
10.05.2024 | 2.79% | 0.64 CHF | 0.65 CHF | 60'000 | 60'000 | 30'620 | 30'620 | 19'767 CHF | 20'253 CHF | 100.00% | 100.00% |
08.05.2024 | 2.75% | 0.68 CHF | 0.69 CHF | 60'000 | 60'000 | 30'342 | 30'342 | 20'044 CHF | 20'529 CHF | 99.08% | 99.08% |
07.05.2024 | 2.64% | 0.65 CHF | 0.66 CHF | 60'000 | 60'000 | 30'621 | 30'621 | 20'707 CHF | 21'193 CHF | 99.95% | 99.95% |
06.05.2024 | 2.93% | 0.63 CHF | 0.64 CHF | 60'000 | 60'000 | 30'622 | 30'622 | 18'818 CHF | 19'304 CHF | 100.00% | 100.00% |
03.05.2024 | 2.67% | 0.60 CHF | 0.61 CHF | 70'000 | 70'000 | 32'774 | 32'774 | 19'185 CHF | 19'620 CHF | 99.81% | 99.81% |
02.05.2024 | 3.09% | 0.56 CHF | 0.57 CHF | 70'000 | 70'000 | 32'755 | 32'755 | 18'430 CHF | 18'935 CHF | 99.98% | 99.98% |
30.04.2024 | 2.71% | 0.62 CHF | 0.63 CHF | 60'000 | 60'000 | 30'620 | 30'620 | 19'900 CHF | 20'386 CHF | 100.00% | 100.00% |
29.04.2024 | 2.65% | 0.66 CHF | 0.67 CHF | 60'000 | 60'000 | 30'589 | 30'589 | 20'610 CHF | 21'096 CHF | 99.99% | 99.99% |
26.04.2024 | 2.43% | 0.67 CHF | 0.68 CHF | 60'000 | 60'000 | 30'736 | 30'736 | 21'790 CHF | 22'277 CHF | 99.16% | 99.16% |