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 | 704'275 CHF | 236'758 CHF | 99.17% | 99.17% |
07.05.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 699'203 CHF | 235'068 CHF | 99.11% | 99.11% |
06.05.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 643'475 CHF | 216'492 CHF | 99.13% | 99.13% |
03.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 613'877 CHF | 206'626 CHF | 99.01% | 99.01% |
02.05.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 599'327 CHF | 201'776 CHF | 99.15% | 99.15% |
30.04.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 594'419 CHF | 200'140 CHF | 99.04% | 99.04% |
29.04.2024 | 0.94% | 1.02 CHF | 1.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 636'172 CHF | 214'057 CHF | 98.19% | 98.19% |
26.04.2024 | 0.76% | 1.28 CHF | 1.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 786'936 CHF | 264'312 CHF | 99.16% | 99.16% |
25.04.2024 | 0.87% | 1.32 CHF | 1.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 693'013 CHF | 233'004 CHF | 98.09% | 98.09% |
24.04.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 635'686 CHF | 213'895 CHF | 99.24% | 99.24% |