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 | 0.87% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 512'131 CHF | 172'210 CHF | 96.74% | 96.74% |
06.05.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 473'085 CHF | 159'195 CHF | 88.91% | 88.91% |
03.05.2024 | 0.92% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 486'421 CHF | 163'640 CHF | 86.64% | 86.64% |
02.05.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 489'687 CHF | 164'729 CHF | 98.22% | 98.22% |
30.04.2024 | 1.02% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 438'351 CHF | 147'617 CHF | 97.88% | 97.88% |
29.04.2024 | 0.97% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 461'765 CHF | 155'422 CHF | 93.38% | 93.38% |
26.04.2024 | 0.90% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 499'123 CHF | 167'874 CHF | 95.64% | 95.64% |
25.04.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 467'397 CHF | 157'299 CHF | 96.02% | 96.02% |
24.04.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 453'912 CHF | 152'804 CHF | 90.49% | 90.49% |
23.04.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 438'080 CHF | 147'527 CHF | 96.02% | 96.02% |