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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 132'000 | 132'000 | 132'071 | 132'071 | 108'497 CHF | 109'818 CHF | 99.09% | 99.09% |
07.05.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 133'000 | 133'000 | 133'197 | 133'197 | 103'652 CHF | 104'984 CHF | 100.00% | 100.00% |
06.05.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 135'000 | 135'000 | 135'083 | 135'083 | 98'143 CHF | 99'494 CHF | 100.00% | 100.00% |
03.05.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 137'000 | 137'000 | 136'177 | 136'177 | 93'437 CHF | 94'799 CHF | 99.99% | 99.99% |
02.05.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 136'000 | 136'000 | 135'814 | 135'814 | 95'175 CHF | 96'533 CHF | 100.00% | 100.00% |
30.04.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 135'000 | 135'000 | 134'969 | 134'969 | 97'392 CHF | 98'742 CHF | 100.00% | 100.00% |
29.04.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 135'000 | 135'000 | 135'265 | 135'265 | 96'958 CHF | 98'311 CHF | 100.00% | 100.00% |
26.04.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 136'000 | 136'000 | 136'494 | 136'494 | 92'875 CHF | 94'240 CHF | 99.59% | 99.59% |
25.04.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 136'000 | 136'000 | 135'295 | 135'295 | 97'096 CHF | 98'449 CHF | 100.00% | 100.00% |
24.04.2024 | 1.27% | 0.75 CHF | 0.76 CHF | 134'000 | 134'000 | 133'280 | 133'280 | 104'606 CHF | 105'939 CHF | 99.92% | 99.92% |