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 | 0.83% | 1.09 CHF | 1.10 CHF | 50'000 | 10'000 | 49'067 | 6'085 | 58'715 CHF | 7'285 CHF | 99.99% | 99.99% |
06.05.2024 | 0.65% | 1.44 CHF | 1.45 CHF | 40'000 | 10'000 | 40'000 | 6'085 | 61'352 CHF | 9'280 CHF | 99.99% | 99.99% |
03.05.2024 | 0.50% | 1.93 CHF | 1.94 CHF | 30'000 | 10'000 | 30'066 | 6'105 | 60'871 CHF | 12'206 CHF | 97.30% | 97.30% |
02.05.2024 | 0.41% | 2.49 CHF | 2.50 CHF | 30'000 | 10'000 | 27'723 | 6'086 | 67'938 CHF | 15'176 CHF | 99.39% | 99.39% |
30.04.2024 | 0.52% | 2.16 CHF | 2.17 CHF | 30'000 | 10'000 | 30'000 | 6'052 | 57'388 CHF | 11'684 CHF | 99.13% | 99.13% |
29.04.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 30'000 | 10'000 | 30'000 | 6'104 | 55'850 CHF | 11'392 CHF | 99.99% | 99.99% |
26.04.2024 | 0.48% | 2.00 CHF | 2.01 CHF | 30'000 | 10'000 | 30'000 | 6'154 | 61'880 CHF | 12'676 CHF | 95.40% | 95.40% |
25.04.2024 | 0.39% | 2.85 CHF | 2.86 CHF | 20'000 | 10'000 | 24'018 | 6'045 | 61'814 CHF | 16'023 CHF | 95.57% | 95.57% |
24.04.2024 | 0.46% | 2.32 CHF | 2.33 CHF | 30'000 | 10'000 | 30'000 | 6'130 | 64'583 CHF | 13'285 CHF | 97.70% | 97.70% |
23.04.2024 | 0.38% | 2.28 CHF | 2.29 CHF | 30'000 | 10'000 | 21'530 | 5'943 | 55'688 CHF | 15'326 CHF | 96.01% | 96.01% |