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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.05.2024 | 0.95% | 1.63 CHF | 1.64 CHF | 240'000 | 240'000 | 104'095 | 104'095 | 170'440 CHF | 171'795 CHF | 100.00% | 100.00% |
02.05.2024 | 0.94% | 1.63 CHF | 1.64 CHF | 230'000 | 230'000 | 100'900 | 100'900 | 166'000 CHF | 167'297 CHF | 100.00% | 100.00% |
30.04.2024 | 0.90% | 1.68 CHF | 1.69 CHF | 230'000 | 230'000 | 103'167 | 103'167 | 175'628 CHF | 176'970 CHF | 100.00% | 100.00% |
29.04.2024 | 0.89% | 1.74 CHF | 1.75 CHF | 230'000 | 230'000 | 103'338 | 103'338 | 179'950 CHF | 181'293 CHF | 99.67% | 99.67% |
26.04.2024 | 0.89% | 1.75 CHF | 1.76 CHF | 230'000 | 230'000 | 103'123 | 103'123 | 180'183 CHF | 181'526 CHF | 99.50% | 99.50% |
25.04.2024 | 0.86% | 1.75 CHF | 1.76 CHF | 230'000 | 230'000 | 102'633 | 102'633 | 183'450 CHF | 184'787 CHF | 100.00% | 100.00% |
24.04.2024 | 0.87% | 1.76 CHF | 1.77 CHF | 230'000 | 230'000 | 103'164 | 103'164 | 182'352 CHF | 183'695 CHF | 99.82% | 99.82% |
23.04.2024 | 0.88% | 1.79 CHF | 1.80 CHF | 230'000 | 230'000 | 103'186 | 103'186 | 182'075 CHF | 183'417 CHF | 100.00% | 100.00% |
22.04.2024 | 0.88% | 1.75 CHF | 1.76 CHF | 230'000 | 230'000 | 102'902 | 102'902 | 182'123 CHF | 183'462 CHF | 100.00% | 100.00% |
19.04.2024 | 0.89% | 1.77 CHF | 1.78 CHF | 230'000 | 230'000 | 103'033 | 103'033 | 181'079 CHF | 182'419 CHF | 100.00% | 100.00% |