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 | 0.79% | 1.29 CHF | 1.30 CHF | 240'000 | 240'000 | 107'353 | 107'353 | 138'427 CHF | 139'502 CHF | 100.00% | 100.00% |
30.04.2024 | 0.82% | 1.27 CHF | 1.28 CHF | 235'000 | 235'000 | 104'974 | 104'974 | 131'334 CHF | 132'386 CHF | 99.80% | 99.80% |
29.04.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 235'000 | 235'000 | 103'936 | 103'936 | 128'287 CHF | 129'329 CHF | 99.81% | 99.81% |
26.04.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 230'000 | 230'000 | 103'507 | 103'507 | 127'220 CHF | 128'257 CHF | 98.45% | 98.45% |
25.04.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 235'000 | 235'000 | 105'402 | 105'402 | 131'423 CHF | 132'478 CHF | 95.30% | 95.30% |
24.04.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 230'000 | 230'000 | 103'483 | 103'483 | 127'850 CHF | 128'887 CHF | 99.67% | 99.67% |
23.04.2024 | 1.15% | 1.23 CHF | 1.24 CHF | 230'000 | 230'000 | 100'224 | 100'224 | 123'328 CHF | 124'335 CHF | 99.99% | 99.99% |
22.04.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 235'000 | 235'000 | 103'563 | 103'563 | 127'136 CHF | 128'174 CHF | 99.88% | 99.88% |
19.04.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 230'000 | 230'000 | 103'384 | 103'384 | 124'907 CHF | 125'942 CHF | 99.67% | 99.67% |
18.04.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 230'000 | 230'000 | 103'157 | 103'157 | 125'614 CHF | 126'648 CHF | 99.99% | 99.99% |