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 | 0.85% | 1.17 CHF | 1.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 704'322 CHF | 236'774 CHF | 99.12% | 99.12% |
07.05.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 699'263 CHF | 235'088 CHF | 99.12% | 99.12% |
06.05.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 643'656 CHF | 216'552 CHF | 99.16% | 99.16% |
03.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 614'615 CHF | 206'872 CHF | 99.04% | 99.04% |
02.05.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 600'333 CHF | 202'111 CHF | 99.14% | 99.14% |
30.04.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 596'206 CHF | 200'735 CHF | 99.03% | 99.03% |
29.04.2024 | 0.94% | 1.02 CHF | 1.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 638'284 CHF | 214'761 CHF | 98.19% | 98.19% |
26.04.2024 | 0.76% | 1.28 CHF | 1.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 787'907 CHF | 264'636 CHF | 99.14% | 99.14% |
25.04.2024 | 0.87% | 1.32 CHF | 1.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 694'229 CHF | 233'410 CHF | 98.20% | 98.20% |
24.04.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 637'015 CHF | 214'338 CHF | 99.21% | 99.21% |