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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.05.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 258'600 CHF | 104'440 CHF | 99.28% | 99.28% |
02.05.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 258'980 CHF | 104'592 CHF | 98.75% | 98.75% |
30.04.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 245'663 CHF | 99'265 CHF | 99.37% | 99.37% |
29.04.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 240'824 CHF | 97'330 CHF | 99.38% | 99.38% |
26.04.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 249'704 CHF | 100'882 CHF | 99.37% | 99.37% |
25.04.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 247'730 CHF | 100'092 CHF | 99.38% | 99.38% |
24.04.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 235'050 CHF | 95'020 CHF | 99.36% | 99.36% |
23.04.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 251'486 CHF | 101'595 CHF | 99.38% | 99.38% |
22.04.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 256'932 CHF | 103'773 CHF | 99.37% | 99.37% |
19.04.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 243'459 CHF | 98'383 CHF | 99.18% | 99.18% |