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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 2.29% | 3.78 CHF | 3.88 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 78'777 CHF | 30'226 CHF | 80.90% | 80.90% |
08.05.2024 | 2.19% | 3.56 CHF | 3.64 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 75'498 CHF | 38'583 CHF | 95.66% | 95.66% |
07.05.2024 | 2.41% | 3.54 CHF | 3.62 CHF | 20'000 | 10'000 | 18'654 | 9'551 | 63'731 CHF | 33'427 CHF | 98.23% | 98.23% |
06.05.2024 | 2.38% | 3.28 CHF | 3.37 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 68'923 CHF | 35'291 CHF | 97.26% | 97.26% |
03.05.2024 | 2.07% | 3.49 CHF | 3.57 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 69'027 CHF | 35'237 CHF | 95.53% | 95.53% |
02.05.2024 | 2.14% | 3.12 CHF | 3.19 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 66'211 CHF | 33'822 CHF | 98.67% | 98.67% |
30.04.2024 | 2.77% | 3.05 CHF | 3.14 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 63'120 CHF | 32'445 CHF | 99.22% | 99.22% |
29.04.2024 | 2.53% | 3.63 CHF | 3.72 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 75'189 CHF | 28'917 CHF | 98.60% | 98.60% |
26.04.2024 | 2.11% | 3.99 CHF | 4.07 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 74'655 CHF | 38'124 CHF | 99.27% | 99.27% |
25.04.2024 | 2.63% | 3.33 CHF | 3.43 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 69'408 CHF | 26'720 CHF | 98.19% | 98.19% |