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 | 1.32% | 0.73 CHF | 0.74 CHF | 500'000 | 500'000 | 496'228 | 496'228 | 381'484 CHF | 386'484 CHF | 96.63% | 96.63% |
07.05.2024 | 1.33% | 0.64 CHF | 0.65 CHF | 500'000 | 500'000 | 499'820 | 499'820 | 373'210 CHF | 378'210 CHF | 98.37% | 98.37% |
06.05.2024 | 1.03% | 0.89 CHF | 0.90 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 485'155 CHF | 490'155 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 1.20 CHF | 1.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 674'472 CHF | 679'472 CHF | 99.87% | 99.87% |
02.05.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 896'200 CHF | 901'200 CHF | 99.57% | 99.57% |
30.04.2024 | 0.77% | 1.47 CHF | 1.48 CHF | 500'000 | 500'000 | 499'821 | 499'821 | 650'560 CHF | 655'560 CHF | 99.97% | 99.97% |
29.04.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 500'000 | 500'000 | 499'887 | 499'887 | 631'037 CHF | 636'037 CHF | 99.59% | 99.59% |
26.04.2024 | 0.67% | 1.37 CHF | 1.38 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 748'624 CHF | 753'624 CHF | 98.82% | 98.82% |
25.04.2024 | 0.50% | 2.08 CHF | 2.09 CHF | 500'000 | 500'000 | 499'899 | 499'899 | 1'002'330 CHF | 1'007'330 CHF | 99.99% | 99.99% |
24.04.2024 | 0.64% | 1.65 CHF | 1.66 CHF | 500'000 | 500'000 | 499'870 | 499'870 | 778'258 CHF | 783'258 CHF | 98.71% | 98.71% |