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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.89% | 1.00 CHF | 1.01 CHF | 50'000 | 30'000 | 50'006 | 18'320 | 56'094 CHF | 20'548 CHF | 99.76% | 99.76% |
06.05.2024 | 0.74% | 1.28 CHF | 1.29 CHF | 40'000 | 30'000 | 40'020 | 18'313 | 54'053 CHF | 24'671 CHF | 99.99% | 99.99% |
03.05.2024 | 0.57% | 1.62 CHF | 1.63 CHF | 40'000 | 30'000 | 33'316 | 18'426 | 58'446 CHF | 32'115 CHF | 95.42% | 95.42% |
02.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 30'000 | 30'000 | 30'000 | 18'331 | 67'996 CHF | 42'110 CHF | 98.72% | 98.72% |
30.04.2024 | 0.58% | 1.93 CHF | 1.94 CHF | 30'000 | 30'000 | 30'341 | 18'222 | 52'290 CHF | 31'735 CHF | 99.12% | 99.12% |
29.04.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 30'000 | 30'000 | 34'596 | 18'312 | 57'571 CHF | 30'788 CHF | 100.00% | 100.00% |
26.04.2024 | 0.52% | 1.80 CHF | 1.81 CHF | 30'000 | 30'000 | 30'000 | 18'468 | 58'175 CHF | 35'690 CHF | 95.44% | 95.44% |
25.04.2024 | 0.40% | 2.67 CHF | 2.68 CHF | 30'000 | 30'000 | 28'136 | 17'747 | 70'109 CHF | 44'898 CHF | 92.37% | 92.37% |
24.04.2024 | 0.49% | 2.14 CHF | 2.15 CHF | 30'000 | 30'000 | 30'000 | 18'371 | 61'125 CHF | 37'528 CHF | 97.55% | 97.55% |
23.04.2024 | 0.39% | 2.27 CHF | 2.28 CHF | 30'000 | 30'000 | 21'881 | 17'822 | 55'856 CHF | 45'401 CHF | 95.87% | 95.87% |