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 | 0.91% | 1.05 CHF | 1.06 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 272'651 CHF | 110'060 CHF | 97.18% | 97.18% |
06.05.2024 | 1.00% | 1.03 CHF | 1.04 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 249'649 CHF | 100'860 CHF | 99.17% | 99.17% |
03.05.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 243'388 CHF | 98'355 CHF | 99.16% | 99.16% |
02.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 239'951 CHF | 96'980 CHF | 99.11% | 99.11% |
30.04.2024 | 0.99% | 0.95 CHF | 0.96 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 250'569 CHF | 101'228 CHF | 99.16% | 99.16% |
29.04.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 237'477 CHF | 95'991 CHF | 99.17% | 99.17% |
26.04.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 240'883 CHF | 97'353 CHF | 99.16% | 99.16% |
25.04.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 207'436 CHF | 83'975 CHF | 97.41% | 97.41% |
24.04.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 231'266 CHF | 93'506 CHF | 98.90% | 98.90% |
23.04.2024 | 1.00% | 0.91 CHF | 0.92 CHF | 250'000 | 100'000 | 249'992 | 100'000 | 248'584 CHF | 100'437 CHF | 99.17% | 99.17% |