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 | 0.57% | 1.73 CHF | 1.74 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 788'597 CHF | 176'244 CHF | 96.56% | 96.56% |
06.05.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 786'460 CHF | 175'769 CHF | 99.17% | 99.17% |
03.05.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 787'853 CHF | 176'078 CHF | 99.15% | 99.15% |
02.05.2024 | 0.56% | 1.82 CHF | 1.83 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 800'420 CHF | 178'871 CHF | 99.11% | 99.11% |
30.04.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 817'977 CHF | 182'773 CHF | 99.16% | 99.16% |
29.04.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 771'246 CHF | 172'388 CHF | 99.17% | 99.17% |
26.04.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 778'552 CHF | 174'011 CHF | 99.16% | 99.16% |
25.04.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 803'923 CHF | 179'650 CHF | 96.36% | 96.36% |
24.04.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 771'408 CHF | 172'424 CHF | 98.88% | 98.88% |
23.04.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 779'472 CHF | 174'216 CHF | 99.17% | 99.17% |