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 | 0.58% | 1.76 CHF | 1.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 346'260 CHF | 348'260 CHF | 99.32% | 99.32% |
07.05.2024 | 0.63% | 1.66 CHF | 1.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 314'828 CHF | 316'828 CHF | 84.49% | 84.49% |
06.05.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 281'378 CHF | 283'378 CHF | 92.67% | 92.67% |
03.05.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 262'264 CHF | 264'264 CHF | 93.30% | 93.30% |
02.05.2024 | 0.77% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 259'961 CHF | 261'961 CHF | 93.09% | 93.09% |
30.04.2024 | 0.72% | 1.33 CHF | 1.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 276'469 CHF | 278'469 CHF | 95.34% | 95.34% |
29.04.2024 | 0.68% | 1.41 CHF | 1.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 292'608 CHF | 294'608 CHF | 99.20% | 99.20% |
26.04.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 280'590 CHF | 282'590 CHF | 94.74% | 94.74% |
25.04.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 271'152 CHF | 273'152 CHF | 97.30% | 97.30% |
24.04.2024 | 0.64% | 1.49 CHF | 1.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 312'194 CHF | 314'194 CHF | 98.74% | 98.74% |