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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.64% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'707 CHF | 78'207 CHF | 99.54% | 99.54% |
06.05.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'433 CHF | 73'933 CHF | 99.57% | 99.57% |
03.05.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'409 CHF | 66'909 CHF | 99.51% | 99.51% |
02.05.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'003 CHF | 64'503 CHF | 99.45% | 99.45% |
30.04.2024 | 0.72% | 1.19 CHF | 1.20 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 41'863 CHF | 42'163 CHF | 99.48% | 99.48% |
29.04.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 63'199 CHF | 63'499 CHF | 99.53% | 99.53% |
26.04.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 70'328 CHF | 70'678 CHF | 99.49% | 99.49% |
25.04.2024 | 0.54% | 1.76 CHF | 1.77 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 55'572 CHF | 55'872 CHF | 99.53% | 99.53% |
24.04.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 59'380 CHF | 59'680 CHF | 99.54% | 99.54% |
23.04.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 58'165 CHF | 58'465 CHF | 99.53% | 99.59% |