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 | 1.58% | 0.64 CHF | 0.65 CHF | 125'000 | 125'000 | 126'356 | 126'356 | 79'276 CHF | 80'540 CHF | 99.60% | 99.60% |
06.05.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 130'000 | 130'000 | 128'326 | 128'326 | 79'673 CHF | 80'956 CHF | 100.00% | 100.00% |
03.05.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 130'000 | 130'000 | 129'152 | 129'152 | 79'297 CHF | 80'589 CHF | 99.99% | 99.99% |
02.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 125'000 | 125'000 | 124'951 | 124'951 | 82'705 CHF | 83'954 CHF | 100.00% | 100.00% |
30.04.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 120'000 | 120'000 | 120'249 | 120'249 | 91'098 CHF | 92'301 CHF | 100.00% | 100.00% |
29.04.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 110'000 | 110'000 | 109'994 | 109'994 | 115'990 CHF | 117'090 CHF | 100.00% | 100.00% |
26.04.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 110'271 CHF | 111'371 CHF | 99.60% | 99.60% |
25.04.2024 | 0.98% | 0.95 CHF | 0.96 CHF | 110'000 | 110'000 | 110'144 | 110'144 | 111'886 CHF | 112'988 CHF | 100.00% | 100.00% |
24.04.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 110'000 | 110'000 | 109'989 | 109'989 | 113'644 CHF | 114'744 CHF | 99.86% | 99.86% |
23.04.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 110'288 CHF | 111'388 CHF | 100.00% | 100.00% |