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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.05.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 747'986 CHF | 251'329 CHF | 81.97% | 81.97% |
03.05.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 749'587 CHF | 251'862 CHF | 96.30% | 96.30% |
02.05.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 755'647 CHF | 253'882 CHF | 97.45% | 97.45% |
30.04.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 727'188 CHF | 244'396 CHF | 95.35% | 95.35% |
29.04.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 705'053 CHF | 237'018 CHF | 92.79% | 92.79% |
26.04.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 737'197 CHF | 247'732 CHF | 91.61% | 91.61% |
25.04.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 740'000 CHF | 248'667 CHF | 92.07% | 92.07% |
24.04.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 721'981 CHF | 242'660 CHF | 93.73% | 93.73% |
23.04.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 743'764 CHF | 249'921 CHF | 95.98% | 95.98% |
22.04.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 743'337 CHF | 249'779 CHF | 95.41% | 95.41% |