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 | 0.87% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 513'746 CHF | 172'749 CHF | 98.26% | 98.26% |
06.05.2024 | 0.78% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 572'247 CHF | 192'249 CHF | 99.23% | 99.23% |
03.05.2024 | 0.71% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 631'448 CHF | 211'983 CHF | 99.15% | 99.15% |
02.05.2024 | 0.66% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 683'308 CHF | 229'269 CHF | 99.21% | 99.21% |
30.04.2024 | 0.67% | 1.55 CHF | 1.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 673'995 CHF | 226'165 CHF | 98.70% | 98.70% |
29.04.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 668'768 CHF | 224'423 CHF | 99.15% | 99.15% |
26.04.2024 | 0.68% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 655'693 CHF | 220'064 CHF | 99.25% | 99.25% |
25.04.2024 | 0.64% | 1.49 CHF | 1.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 697'968 CHF | 234'156 CHF | 99.22% | 99.22% |
24.04.2024 | 0.74% | 1.51 CHF | 1.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 610'507 CHF | 205'002 CHF | 99.22% | 99.22% |
23.04.2024 | 0.67% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 674'294 CHF | 226'265 CHF | 99.20% | 99.20% |