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 | 0.79% | 1.28 CHF | 1.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 316'128 CHF | 318'628 CHF | 99.32% | 99.32% |
07.05.2024 | 0.85% | 1.22 CHF | 1.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 293'657 CHF | 296'157 CHF | 84.49% | 84.49% |
06.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 268'639 CHF | 271'139 CHF | 92.67% | 92.67% |
03.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 254'019 CHF | 256'519 CHF | 93.39% | 93.39% |
02.05.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 251'758 CHF | 254'258 CHF | 92.68% | 92.68% |
30.04.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 263'922 CHF | 266'422 CHF | 94.03% | 94.03% |
29.04.2024 | 0.90% | 1.07 CHF | 1.08 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 275'483 CHF | 277'983 CHF | 99.20% | 99.20% |
26.04.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 266'059 CHF | 268'559 CHF | 94.74% | 94.74% |
25.04.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 258'622 CHF | 261'122 CHF | 97.39% | 97.39% |
24.04.2024 | 0.86% | 1.11 CHF | 1.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 289'162 CHF | 291'662 CHF | 98.74% | 98.74% |