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 | 0.98% | 0.98 CHF | 0.99 CHF | 60'000 | 30'000 | 55'779 | 18'308 | 56'334 CHF | 18'730 CHF | 99.93% | 99.93% |
07.05.2024 | 1.00% | 0.88 CHF | 0.89 CHF | 60'000 | 30'000 | 54'081 | 18'320 | 53'720 CHF | 18'257 CHF | 99.76% | 99.76% |
06.05.2024 | 0.82% | 1.16 CHF | 1.17 CHF | 50'000 | 30'000 | 47'178 | 18'313 | 57'380 CHF | 22'271 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.49 CHF | 1.50 CHF | 40'000 | 30'000 | 33'320 | 18'425 | 53'941 CHF | 29'625 CHF | 95.48% | 95.48% |
02.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 30'000 | 30'000 | 30'000 | 18'341 | 63'710 CHF | 39'514 CHF | 98.81% | 98.81% |
30.04.2024 | 0.63% | 1.79 CHF | 1.80 CHF | 30'000 | 30'000 | 39'041 | 18'222 | 61'825 CHF | 29'220 CHF | 99.13% | 99.13% |
29.04.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 40'000 | 30'000 | 40'000 | 18'312 | 61'186 CHF | 28'265 CHF | 99.99% | 99.99% |
26.04.2024 | 0.55% | 1.66 CHF | 1.67 CHF | 40'000 | 30'000 | 30'685 | 18'481 | 55'112 CHF | 33'140 CHF | 95.13% | 95.13% |
25.04.2024 | 0.43% | 2.46 CHF | 2.47 CHF | 30'000 | 30'000 | 29'333 | 17'424 | 68'709 CHF | 41'409 CHF | 90.08% | 90.08% |
24.04.2024 | 0.53% | 1.99 CHF | 2.00 CHF | 30'000 | 30'000 | 30'000 | 18'380 | 56'837 CHF | 34'919 CHF | 97.62% | 97.62% |