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 | 1.45% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 74'753 | 74'753 | 91'974 CHF | 93'035 CHF | 99.64% | 99.64% |
07.05.2024 | 1.39% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 37'376 | 37'376 | 46'652 CHF | 47'182 CHF | 99.64% | 99.64% |
06.05.2024 | 1.35% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 37'376 | 37'376 | 49'210 CHF | 49'740 CHF | 99.65% | 99.65% |
03.05.2024 | 1.35% | 1.39 CHF | 1.40 CHF | 100'000 | 100'000 | 36'827 | 36'827 | 49'735 CHF | 50'261 CHF | 98.77% | 98.77% |
02.05.2024 | 1.27% | 1.39 CHF | 1.40 CHF | 100'000 | 100'000 | 37'378 | 37'378 | 51'955 CHF | 52'486 CHF | 99.65% | 99.65% |
30.04.2024 | 1.30% | 1.39 CHF | 1.40 CHF | 100'000 | 100'000 | 37'382 | 37'382 | 50'564 CHF | 51'095 CHF | 99.66% | 99.66% |
29.04.2024 | 1.42% | 1.32 CHF | 1.33 CHF | 200'000 | 200'000 | 75'612 | 75'612 | 96'491 CHF | 97'558 CHF | 96.75% | 96.75% |
26.04.2024 | 3.22% | 1.24 CHF | 1.26 CHF | 100'000 | 100'000 | 61'508 | 38'412 | 68'910 CHF | 45'428 CHF | 93.72% | 93.72% |
25.04.2024 | 1.71% | 2.04 CHF | 2.06 CHF | 100'000 | 100'000 | 44'582 | 36'665 | 93'090 CHF | 77'748 CHF | 97.90% | 97.90% |
24.04.2024 | 1.85% | 1.92 CHF | 1.94 CHF | 100'000 | 100'000 | 45'473 | 37'683 | 86'636 CHF | 72'880 CHF | 97.68% | 97.68% |