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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.05.2024 | 1.96% | 0.77 CHF | 0.78 CHF | 150'000 | 150'000 | 68'809 | 68'809 | 53'253 CHF | 54'148 CHF | 99.02% | 99.02% |
03.05.2024 | 1.87% | 0.81 CHF | 0.82 CHF | 155'000 | 155'000 | 69'498 | 69'498 | 56'623 CHF | 57'527 CHF | 100.00% | 100.00% |
02.05.2024 | 1.65% | 0.86 CHF | 0.87 CHF | 155'000 | 155'000 | 70'823 | 70'823 | 64'943 CHF | 65'866 CHF | 100.00% | 100.00% |
30.04.2024 | 1.66% | 0.92 CHF | 0.93 CHF | 155'000 | 155'000 | 71'164 | 71'164 | 66'095 CHF | 67'021 CHF | 99.94% | 99.94% |
29.04.2024 | 1.52% | 0.93 CHF | 0.94 CHF | 160'000 | 160'000 | 73'267 | 73'267 | 73'126 CHF | 74'083 CHF | 99.81% | 99.81% |
26.04.2024 | 1.48% | 1.04 CHF | 1.05 CHF | 165'000 | 165'000 | 74'414 | 74'414 | 77'735 CHF | 78'706 CHF | 98.17% | 98.17% |
25.04.2024 | 2.10% | 1.15 CHF | 1.16 CHF | 170'000 | 170'000 | 56'484 | 56'484 | 63'455 CHF | 64'330 CHF | 99.99% | 99.99% |
24.04.2024 | 3.33% | 1.00 CHF | 1.01 CHF | 160'000 | 160'000 | 55'954 | 55'954 | 52'343 CHF | 53'204 CHF | 96.49% | 96.49% |
23.04.2024 | 1.59% | 0.99 CHF | 1.00 CHF | 160'000 | 160'000 | 71'607 | 71'607 | 69'516 CHF | 70'446 CHF | 100.00% | 100.00% |
22.04.2024 | 1.59% | 0.98 CHF | 0.99 CHF | 160'000 | 160'000 | 71'657 | 71'657 | 69'645 CHF | 70'576 CHF | 100.00% | 100.00% |