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 | 1.33% | 1.03 CHF | 1.06 CHF | 5'000 | 5'000 | 40'945 | 21'381 | 42'733 CHF | 22'548 CHF | 99.56% | 99.56% |
07.05.2024 | 1.32% | 1.04 CHF | 1.07 CHF | 5'000 | 5'000 | 40'626 | 21'133 | 43'982 CHF | 23'084 CHF | 98.33% | 98.33% |
06.05.2024 | 0.97% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'148 | 30'480 | 51'463 CHF | 31'888 CHF | 98.32% | 98.32% |
03.05.2024 | 1.43% | 0.94 CHF | 0.97 CHF | 5'000 | 5'000 | 50'541 | 22'503 | 46'315 CHF | 20'919 CHF | 98.63% | 98.63% |
02.05.2024 | 1.34% | 0.86 CHF | 0.89 CHF | 5'000 | 5'000 | 56'135 | 27'032 | 48'088 CHF | 23'418 CHF | 98.19% | 98.19% |
30.04.2024 | 1.27% | 0.96 CHF | 0.99 CHF | 5'000 | 5'000 | 52'761 | 24'360 | 51'344 CHF | 24'003 CHF | 94.59% | 94.59% |
29.04.2024 | 1.12% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 57'061 | 30'621 | 55'731 CHF | 30'109 CHF | 95.98% | 95.98% |
26.04.2024 | 1.66% | 0.94 CHF | 0.97 CHF | 5'000 | 5'000 | 59'527 | 22'926 | 48'704 CHF | 19'086 CHF | 94.22% | 94.22% |
25.04.2024 | 2.13% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 65'660 | 25'698 | 45'036 CHF | 18'186 CHF | 93.49% | 93.49% |
24.04.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 30'626 | 56'121 CHF | 24'733 CHF | 96.19% | 96.19% |