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 | 0.98% | 1.00 CHF | 1.01 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 509'567 CHF | 102'913 CHF | 99.27% | 99.27% |
06.05.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 516'613 CHF | 104'323 CHF | 99.27% | 99.27% |
03.05.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 534'926 CHF | 107'985 CHF | 99.17% | 99.17% |
02.05.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 538'253 CHF | 108'651 CHF | 99.27% | 99.27% |
30.04.2024 | 0.96% | 1.12 CHF | 1.13 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 519'379 CHF | 104'876 CHF | 99.26% | 99.26% |
29.04.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 554'342 CHF | 111'868 CHF | 99.21% | 99.21% |
26.04.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 556'522 CHF | 112'304 CHF | 99.27% | 99.27% |
25.04.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 562'573 CHF | 113'515 CHF | 97.47% | 97.47% |
24.04.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 549'667 CHF | 110'933 CHF | 99.27% | 99.27% |
23.04.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 572'687 CHF | 115'537 CHF | 99.27% | 99.27% |