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 | 0.61% | 1.68 CHF | 1.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 329'330 CHF | 331'330 CHF | 96.73% | 96.73% |
07.05.2024 | 0.63% | 1.72 CHF | 1.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 315'605 CHF | 317'605 CHF | 99.83% | 99.83% |
06.05.2024 | 0.63% | 1.51 CHF | 1.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 316'408 CHF | 318'408 CHF | 99.75% | 99.75% |
03.05.2024 | 0.63% | 1.50 CHF | 1.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 314'868 CHF | 316'868 CHF | 98.90% | 98.90% |
02.05.2024 | 0.67% | 1.54 CHF | 1.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 299'766 CHF | 301'766 CHF | 100.00% | 100.00% |
30.04.2024 | 0.72% | 1.33 CHF | 1.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 277'565 CHF | 279'565 CHF | 100.00% | 100.00% |
29.04.2024 | 0.76% | 1.44 CHF | 1.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 262'461 CHF | 264'461 CHF | 99.89% | 99.89% |
26.04.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 238'569 CHF | 240'569 CHF | 100.00% | 100.00% |
25.04.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 219'801 CHF | 221'801 CHF | 84.40% | 84.40% |
24.04.2024 | 0.87% | 1.09 CHF | 1.10 CHF | 200'000 | 200'000 | 200'000 | 199'996 | 230'384 CHF | 232'379 CHF | 100.00% | 100.00% |