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 | 0.71% | 1.41 CHF | 1.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 846'721 CHF | 284'240 CHF | 97.45% | 97.45% |
30.04.2024 | 0.73% | 1.41 CHF | 1.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 819'127 CHF | 275'042 CHF | 95.35% | 95.35% |
29.04.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 797'593 CHF | 267'864 CHF | 92.80% | 92.80% |
26.04.2024 | 0.72% | 1.35 CHF | 1.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 829'294 CHF | 278'431 CHF | 91.59% | 91.59% |
25.04.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 831'479 CHF | 279'160 CHF | 92.07% | 92.07% |
24.04.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 813'244 CHF | 273'081 CHF | 93.73% | 93.73% |
23.04.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 835'438 CHF | 280'479 CHF | 95.97% | 95.97% |
22.04.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 834'283 CHF | 280'094 CHF | 95.41% | 95.41% |
19.04.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 834'351 CHF | 280'117 CHF | 97.39% | 97.39% |
18.04.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 856'228 CHF | 287'409 CHF | 98.01% | 98.01% |