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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 480'189 CHF | 97'038 CHF | 99.27% | 99.27% |
06.05.2024 | 1.10% | 0.95 CHF | 0.96 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 452'153 CHF | 91'431 CHF | 99.27% | 99.27% |
03.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 431'544 CHF | 87'309 CHF | 99.17% | 99.17% |
02.05.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 427'123 CHF | 86'425 CHF | 99.27% | 99.27% |
30.04.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 429'777 CHF | 86'955 CHF | 99.27% | 99.27% |
29.04.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 437'952 CHF | 88'590 CHF | 99.22% | 99.22% |
26.04.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 438'437 CHF | 88'687 CHF | 99.27% | 99.27% |
25.04.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 458'900 CHF | 92'780 CHF | 97.48% | 97.48% |
24.04.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 462'003 CHF | 93'401 CHF | 99.27% | 99.27% |
23.04.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 457'903 CHF | 92'581 CHF | 99.27% | 99.27% |