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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.05.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 36'404 CHF | 36'604 CHF | 100.00% | 100.00% |
02.05.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 20'000 | 20'000 | 16'771 | 16'771 | 30'089 CHF | 30'257 CHF | 98.72% | 98.72% |
30.04.2024 | 0.53% | 1.77 CHF | 1.78 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 28'071 CHF | 28'221 CHF | 100.00% | 100.00% |
29.04.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 26'690 CHF | 26'840 CHF | 100.00% | 100.00% |
26.04.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 35'939 CHF | 36'139 CHF | 100.00% | 100.00% |
25.04.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 31'737 CHF | 31'937 CHF | 100.00% | 100.00% |
24.04.2024 | 0.57% | 1.69 CHF | 1.70 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 26'223 CHF | 26'373 CHF | 100.00% | 100.00% |
23.04.2024 | 0.65% | 1.72 CHF | 1.73 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 19'130 CHF | 19'255 CHF | 100.00% | 100.00% |
22.04.2024 | 0.48% | 2.41 CHF | 2.43 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 34'710 CHF | 34'877 CHF | 100.00% | 100.00% |
19.04.2024 | 0.55% | 2.22 CHF | 2.23 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 33'136 CHF | 33'318 CHF | 100.00% | 100.00% |