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 | 0.74% | 1.34 CHF | 1.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 269'140 CHF | 271'140 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 251'686 CHF | 253'686 CHF | 98.92% | 98.92% |
06.05.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 242'151 CHF | 244'151 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 242'833 CHF | 244'833 CHF | 98.64% | 98.64% |
02.05.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 249'524 CHF | 251'524 CHF | 99.13% | 99.13% |
30.04.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 249'558 CHF | 251'558 CHF | 100.00% | 100.00% |
29.04.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 252'356 CHF | 254'356 CHF | 100.00% | 100.00% |
26.04.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 255'530 CHF | 257'530 CHF | 99.08% | 99.08% |
25.04.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 266'409 CHF | 268'409 CHF | 98.88% | 98.88% |
24.04.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 260'033 CHF | 262'033 CHF | 100.00% | 100.00% |