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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 220'000 | 220'000 | 107'321 | 107'321 | 88'200 CHF | 89'275 CHF | 100.00% | 100.00% |
08.05.2024 | 1.22% | 0.79 CHF | 0.80 CHF | 220'000 | 220'000 | 103'995 | 103'995 | 85'562 CHF | 86'603 CHF | 98.73% | 98.73% |
07.05.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 210'000 | 210'000 | 102'981 | 102'981 | 92'813 CHF | 93'845 CHF | 99.67% | 99.67% |
06.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 210'000 | 210'000 | 102'969 | 102'969 | 91'543 CHF | 92'574 CHF | 100.00% | 100.00% |
03.05.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 220'000 | 220'000 | 97'232 | 97'232 | 83'979 CHF | 84'953 CHF | 99.99% | 99.99% |
02.05.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 220'000 | 220'000 | 103'033 | 103'033 | 87'937 CHF | 88'968 CHF | 100.00% | 100.00% |
30.04.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 210'000 | 210'000 | 102'264 | 102'264 | 92'711 CHF | 93'735 CHF | 99.25% | 99.25% |
29.04.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 210'000 | 210'000 | 102'140 | 102'140 | 96'848 CHF | 97'871 CHF | 99.56% | 99.56% |
26.04.2024 | 1.53% | 0.96 CHF | 0.97 CHF | 210'000 | 210'000 | 71'728 | 71'728 | 68'424 CHF | 69'319 CHF | 99.25% | 99.25% |
25.04.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 190'000 | 190'000 | 92'848 | 92'848 | 114'627 CHF | 115'557 CHF | 99.98% | 99.98% |