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 | 0.66% | 1.51 CHF | 1.52 CHF | 100'000 | 100'000 | 60'874 | 60'874 | 92'286 CHF | 92'895 CHF | 99.59% | 99.59% |
07.05.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 100'000 | 100'000 | 61'009 | 61'009 | 95'125 CHF | 95'735 CHF | 98.38% | 98.38% |
06.05.2024 | 0.69% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 60'956 | 60'956 | 90'078 CHF | 90'688 CHF | 98.35% | 98.35% |
03.05.2024 | 0.83% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 60'831 | 60'831 | 74'334 CHF | 74'943 CHF | 99.60% | 99.60% |
02.05.2024 | 1.00% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 63'728 | 61'022 | 63'469 CHF | 61'416 CHF | 98.21% | 98.21% |
30.04.2024 | 0.78% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 61'061 | 61'061 | 78'679 CHF | 79'290 CHF | 97.86% | 97.86% |
29.04.2024 | 0.85% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 61'268 | 61'268 | 78'272 CHF | 78'938 CHF | 96.08% | 96.08% |
26.04.2024 | 1.11% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 68'834 | 61'156 | 70'213 CHF | 63'497 CHF | 96.46% | 96.46% |
25.04.2024 | 3.23% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 79'526 | 51'418 | 48'581 CHF | 33'190 CHF | 95.71% | 95.71% |
24.04.2024 | 1.14% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 67'969 | 61'139 | 63'737 CHF | 57'805 CHF | 97.23% | 97.23% |