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 | 0.94% | 1.03 CHF | 1.04 CHF | 120'000 | 120'000 | 113'705 | 113'705 | 120'778 CHF | 121'917 CHF | 99.61% | 99.61% |
06.05.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 82'653 CHF | 83'953 CHF | 100.00% | 100.00% |
03.05.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 130'000 | 130'000 | 130'076 | 130'076 | 77'379 CHF | 78'680 CHF | 99.99% | 99.99% |
02.05.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 140'000 | 140'000 | 138'721 | 138'721 | 80'051 CHF | 81'438 CHF | 100.00% | 100.00% |
30.04.2024 | 1.63% | 0.57 CHF | 0.58 CHF | 130'000 | 130'000 | 129'991 | 129'991 | 79'179 CHF | 80'479 CHF | 100.00% | 100.00% |
29.04.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 83'027 CHF | 84'327 CHF | 100.00% | 100.00% |
26.04.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 80'359 CHF | 81'659 CHF | 99.59% | 99.59% |
25.04.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 83'774 CHF | 85'074 CHF | 100.00% | 100.00% |
24.04.2024 | 1.46% | 0.63 CHF | 0.64 CHF | 120'000 | 120'000 | 118'604 | 118'604 | 80'695 CHF | 81'881 CHF | 99.87% | 99.87% |
23.04.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 120'000 | 120'000 | 119'927 | 119'927 | 89'312 CHF | 90'512 CHF | 100.00% | 100.00% |