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 | 1.26% | 0.79 CHF | 0.80 CHF | 166'000 | 166'000 | 166'000 | 166'000 | 130'435 CHF | 132'095 CHF | 98.93% | 98.93% |
07.05.2024 | 1.38% | 0.75 CHF | 0.76 CHF | 168'000 | 168'000 | 168'192 | 168'192 | 121'190 CHF | 122'873 CHF | 99.88% | 99.88% |
06.05.2024 | 1.45% | 0.66 CHF | 0.67 CHF | 170'000 | 170'000 | 169'790 | 169'790 | 116'254 CHF | 117'952 CHF | 100.00% | 100.00% |
03.05.2024 | 1.45% | 0.66 CHF | 0.67 CHF | 170'000 | 170'000 | 169'925 | 169'925 | 116'731 CHF | 118'430 CHF | 100.00% | 100.00% |
02.05.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 168'000 | 168'000 | 168'499 | 168'499 | 119'962 CHF | 121'647 CHF | 98.55% | 98.55% |
30.04.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 168'000 | 168'000 | 168'009 | 168'009 | 119'715 CHF | 121'396 CHF | 100.00% | 100.00% |
29.04.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 168'000 | 168'000 | 168'125 | 168'125 | 121'556 CHF | 123'237 CHF | 100.00% | 100.00% |
26.04.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 168'000 | 168'000 | 167'959 | 167'959 | 123'927 CHF | 125'607 CHF | 99.43% | 99.43% |
25.04.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 166'000 | 166'000 | 166'005 | 166'005 | 130'282 CHF | 131'942 CHF | 99.70% | 99.70% |
24.04.2024 | 1.32% | 0.72 CHF | 0.73 CHF | 168'000 | 168'000 | 166'966 | 166'966 | 125'858 CHF | 127'528 CHF | 99.32% | 99.32% |