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 | 0.97% | 0.93 CHF | 0.94 CHF | 125'000 | 125'000 | 125'000 | 124'999 | 128'725 CHF | 129'973 CHF | 100.00% | 100.00% |
06.05.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 125'000 | 125'000 | 117'140 | 117'140 | 139'319 CHF | 140'490 CHF | 100.00% | 100.00% |
03.05.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 133'855 CHF | 134'855 CHF | 94.93% | 94.93% |
02.05.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 141'195 CHF | 142'195 CHF | 100.00% | 100.00% |
30.04.2024 | 0.76% | 1.43 CHF | 1.44 CHF | 100'000 | 100'000 | 101'667 | 101'667 | 133'363 CHF | 134'380 CHF | 100.00% | 100.00% |
29.04.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 153'596 CHF | 154'846 CHF | 100.00% | 100.00% |
26.04.2024 | 0.76% | 1.22 CHF | 1.23 CHF | 125'000 | 125'000 | 107'478 | 107'477 | 140'181 CHF | 141'256 CHF | 99.78% | 99.78% |
25.04.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 100'000 | 100'000 | 100'092 | 100'092 | 145'037 CHF | 146'038 CHF | 100.00% | 100.00% |
24.04.2024 | 0.81% | 1.32 CHF | 1.33 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 153'524 CHF | 154'774 CHF | 100.00% | 100.00% |
23.04.2024 | 0.74% | 1.26 CHF | 1.27 CHF | 125'000 | 125'000 | 110'188 | 110'188 | 148'304 CHF | 149'406 CHF | 100.00% | 100.00% |