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 | 0.52% | 1.91 CHF | 1.92 CHF | 100'000 | 100'000 | 60'874 | 60'874 | 116'899 CHF | 117'508 CHF | 99.59% | 99.59% |
07.05.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 100'000 | 100'000 | 61'009 | 61'009 | 119'742 CHF | 120'352 CHF | 98.38% | 98.38% |
06.05.2024 | 0.54% | 2.02 CHF | 2.03 CHF | 100'000 | 100'000 | 60'956 | 60'956 | 114'640 CHF | 115'250 CHF | 98.34% | 98.34% |
03.05.2024 | 0.62% | 1.68 CHF | 1.69 CHF | 100'000 | 100'000 | 60'745 | 60'745 | 98'692 CHF | 99'300 CHF | 99.39% | 99.39% |
02.05.2024 | 0.71% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 61'025 | 61'025 | 85'576 CHF | 86'186 CHF | 98.22% | 98.22% |
30.04.2024 | 0.59% | 1.65 CHF | 1.66 CHF | 100'000 | 100'000 | 61'060 | 61'060 | 103'460 CHF | 104'070 CHF | 97.89% | 97.89% |
29.04.2024 | 0.65% | 1.64 CHF | 1.65 CHF | 100'000 | 100'000 | 61'264 | 61'264 | 103'067 CHF | 103'733 CHF | 96.08% | 96.08% |
26.04.2024 | 0.79% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 61'192 | 61'192 | 87'661 CHF | 88'325 CHF | 96.55% | 96.55% |
25.04.2024 | 1.84% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 54'015 | 51'383 | 55'823 CHF | 53'978 CHF | 95.68% | 95.68% |
24.04.2024 | 0.80% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 61'139 | 61'139 | 81'927 CHF | 82'582 CHF | 97.23% | 97.23% |