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 | 1.15% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 518'081 CHF | 174'694 CHF | 97.46% | 97.46% |
30.04.2024 | 1.22% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 490'509 CHF | 165'503 CHF | 95.35% | 95.35% |
29.04.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 469'436 CHF | 158'479 CHF | 92.78% | 92.78% |
26.04.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 500'810 CHF | 168'937 CHF | 91.60% | 91.60% |
25.04.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 502'452 CHF | 169'484 CHF | 92.09% | 92.09% |
24.04.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 485'204 CHF | 163'735 CHF | 93.73% | 93.73% |
23.04.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 508'752 CHF | 171'584 CHF | 95.98% | 95.98% |
22.04.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 508'558 CHF | 171'519 CHF | 95.40% | 95.40% |
19.04.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 509'307 CHF | 171'769 CHF | 97.39% | 97.39% |
18.04.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 529'865 CHF | 178'622 CHF | 98.00% | 98.00% |