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 | 0.97% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 461'976 CHF | 155'492 CHF | 91.72% | 91.72% |
08.05.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 468'921 CHF | 157'807 CHF | 95.42% | 95.42% |
07.05.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 469'882 CHF | 158'127 CHF | 96.74% | 96.74% |
06.05.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 428'100 CHF | 144'200 CHF | 88.93% | 88.93% |
03.05.2024 | 1.02% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 441'750 CHF | 148'750 CHF | 86.68% | 86.68% |
02.05.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 445'046 CHF | 149'849 CHF | 98.22% | 98.22% |
30.04.2024 | 1.09% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 411'504 CHF | 138'668 CHF | 97.92% | 97.92% |
29.04.2024 | 1.03% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 436'718 CHF | 147'073 CHF | 93.36% | 93.36% |
26.04.2024 | 0.94% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 477'384 CHF | 160'628 CHF | 95.66% | 95.66% |
25.04.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 444'001 CHF | 149'500 CHF | 96.01% | 96.01% |