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 | 0.66% | 1.57 CHF | 1.58 CHF | 280'000 | 280'000 | 151'022 | 151'022 | 234'993 CHF | 236'508 CHF | 98.41% | 98.41% |
07.05.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 280'000 | 280'000 | 150'893 | 150'893 | 238'120 CHF | 239'634 CHF | 98.23% | 98.23% |
06.05.2024 | 0.67% | 1.55 CHF | 1.56 CHF | 280'000 | 280'000 | 150'761 | 150'761 | 230'983 CHF | 232'496 CHF | 98.82% | 98.82% |
03.05.2024 | 0.70% | 1.50 CHF | 1.51 CHF | 280'000 | 280'000 | 158'265 | 158'265 | 233'771 CHF | 235'360 CHF | 98.51% | 98.51% |
02.05.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 290'000 | 290'000 | 159'794 | 159'794 | 231'656 CHF | 233'259 CHF | 98.75% | 98.75% |
30.04.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 280'000 | 280'000 | 151'209 | 151'209 | 223'636 CHF | 225'154 CHF | 98.61% | 98.61% |
29.04.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 280'000 | 280'000 | 150'610 | 150'610 | 228'416 CHF | 229'928 CHF | 98.14% | 98.14% |
26.04.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 280'000 | 280'000 | 106'058 | 106'058 | 168'187 CHF | 169'250 CHF | 94.81% | 94.81% |
25.04.2024 | 0.69% | 1.41 CHF | 1.42 CHF | 290'000 | 290'000 | 153'366 | 153'366 | 223'305 CHF | 224'842 CHF | 96.12% | 96.12% |
24.04.2024 | 0.66% | 1.56 CHF | 1.57 CHF | 280'000 | 280'000 | 150'827 | 150'827 | 236'267 CHF | 237'782 CHF | 98.33% | 98.33% |