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 | 1.35% | 1.51 CHF | 1.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 293'874 CHF | 297'874 CHF | 97.11% | 97.11% |
08.05.2024 | 1.67% | 1.21 CHF | 1.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 237'819 CHF | 241'819 CHF | 99.32% | 99.32% |
07.05.2024 | 1.00% | 1.10 CHF | 1.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 200'795 CHF | 202'817 CHF | 84.49% | 84.49% |
06.05.2024 | 1.24% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 160'882 CHF | 162'882 CHF | 92.67% | 92.67% |
03.05.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 138'089 CHF | 140'089 CHF | 92.89% | 92.89% |
02.05.2024 | 1.47% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 135'447 CHF | 137'447 CHF | 92.82% | 92.82% |
30.04.2024 | 1.29% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 154'394 CHF | 156'394 CHF | 95.83% | 95.83% |
29.04.2024 | 1.15% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 172'826 CHF | 174'826 CHF | 99.20% | 99.20% |
26.04.2024 | 1.25% | 0.85 CHF | 0.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 159'725 CHF | 161'725 CHF | 94.72% | 94.72% |
25.04.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 148'456 CHF | 150'456 CHF | 97.11% | 97.11% |