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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 1.02% | 1.02 CHF | 1.03 CHF | 295'000 | 295'000 | 131'278 | 131'278 | 131'691 CHF | 133'006 CHF | 100.00% | 100.00% |
30.04.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 245'000 | 245'000 | 111'669 | 111'669 | 84'347 CHF | 85'466 CHF | 99.96% | 99.96% |
29.04.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 250'000 | 250'000 | 112'153 | 112'153 | 84'169 CHF | 85'293 CHF | 99.81% | 99.81% |
26.04.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 245'000 | 245'000 | 111'668 | 111'668 | 84'414 CHF | 85'532 CHF | 98.53% | 98.53% |
25.04.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 250'000 | 250'000 | 112'267 | 112'267 | 84'263 CHF | 85'385 CHF | 97.38% | 97.38% |
24.04.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 250'000 | 250'000 | 112'304 | 112'304 | 85'634 CHF | 86'759 CHF | 99.59% | 99.59% |
23.04.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 250'000 | 250'000 | 112'083 | 112'083 | 84'599 CHF | 85'722 CHF | 99.99% | 99.99% |
22.04.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 250'000 | 250'000 | 112'099 | 112'099 | 85'214 CHF | 86'337 CHF | 100.00% | 100.00% |
19.04.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 250'000 | 250'000 | 113'128 | 113'128 | 86'595 CHF | 87'729 CHF | 100.00% | 100.00% |
18.04.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 250'000 | 250'000 | 114'227 | 114'227 | 89'390 CHF | 90'535 CHF | 100.00% | 100.00% |