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 | 1.00% | 0.95 CHF | 0.96 CHF | 300'000 | 300'000 | 299'134 | 299'134 | 298'782 CHF | 301'781 CHF | 99.45% | 99.45% |
06.05.2024 | 0.91% | 1.06 CHF | 1.07 CHF | 300'000 | 300'000 | 299'451 | 299'451 | 330'069 CHF | 333'067 CHF | 100.00% | 100.00% |
03.05.2024 | 1.05% | 1.21 CHF | 1.22 CHF | 300'000 | 300'000 | 263'599 | 263'599 | 344'280 CHF | 347'159 CHF | 99.96% | 99.96% |
02.05.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 290'000 | 290'000 | 289'452 | 289'452 | 440'488 CHF | 443'386 CHF | 99.60% | 99.60% |
30.04.2024 | 0.75% | 1.41 CHF | 1.42 CHF | 300'000 | 300'000 | 299'453 | 299'453 | 397'139 CHF | 400'137 CHF | 100.00% | 100.00% |
29.04.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 300'000 | 300'000 | 299'390 | 299'390 | 393'230 CHF | 396'228 CHF | 99.77% | 99.77% |
26.04.2024 | 0.70% | 1.38 CHF | 1.39 CHF | 300'000 | 300'000 | 299'429 | 299'429 | 427'998 CHF | 430'996 CHF | 99.15% | 99.15% |
25.04.2024 | 0.59% | 1.75 CHF | 1.76 CHF | 300'000 | 300'000 | 299'421 | 299'421 | 511'059 CHF | 514'057 CHF | 99.99% | 99.99% |
24.04.2024 | 0.68% | 1.53 CHF | 1.54 CHF | 300'000 | 300'000 | 299'395 | 299'395 | 438'710 CHF | 441'708 CHF | 98.73% | 98.73% |
23.04.2024 | 0.58% | 1.58 CHF | 1.59 CHF | 290'000 | 290'000 | 289'467 | 289'467 | 497'264 CHF | 500'162 CHF | 100.00% | 100.00% |