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 | 1.02% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 587'977 CHF | 197'992 CHF | 99.11% | 99.11% |
07.05.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 583'047 CHF | 196'349 CHF | 99.11% | 99.11% |
06.05.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 527'946 CHF | 177'982 CHF | 99.19% | 99.19% |
03.05.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 499'478 CHF | 168'493 CHF | 99.11% | 99.11% |
02.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 485'941 CHF | 163'980 CHF | 99.14% | 99.14% |
30.04.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 482'676 CHF | 162'892 CHF | 99.04% | 99.04% |
29.04.2024 | 1.14% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 524'350 CHF | 176'783 CHF | 98.18% | 98.18% |
26.04.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 671'722 CHF | 225'908 CHF | 99.13% | 99.13% |
25.04.2024 | 1.04% | 1.12 CHF | 1.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 578'750 CHF | 194'917 CHF | 98.11% | 98.11% |
24.04.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 522'898 CHF | 176'299 CHF | 99.25% | 99.25% |