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 | 0.96% | 1.04 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 625'138 CHF | 210'379 CHF | 97.44% | 97.44% |
30.04.2024 | 1.00% | 1.04 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 597'694 CHF | 201'231 CHF | 95.35% | 95.35% |
29.04.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 576'713 CHF | 194'238 CHF | 92.76% | 92.76% |
26.04.2024 | 0.98% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 607'927 CHF | 204'642 CHF | 91.61% | 91.61% |
25.04.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 609'735 CHF | 205'245 CHF | 92.10% | 92.10% |
24.04.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 592'168 CHF | 199'389 CHF | 93.74% | 93.74% |
23.04.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 615'209 CHF | 207'070 CHF | 95.98% | 95.98% |
22.04.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 614'773 CHF | 206'924 CHF | 95.40% | 95.40% |
19.04.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 615'342 CHF | 207'114 CHF | 97.42% | 97.42% |
18.04.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 636'883 CHF | 214'294 CHF | 98.00% | 98.00% |