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 | 0.52% | 1.92 CHF | 1.93 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 230'416 CHF | 231'616 CHF | 100.00% | 100.00% |
06.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 243'162 CHF | 244'462 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.57 CHF | 1.58 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 211'320 CHF | 212'620 CHF | 98.71% | 98.71% |
02.05.2024 | 0.63% | 1.68 CHF | 1.69 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 206'631 CHF | 207'931 CHF | 100.00% | 100.00% |
30.04.2024 | 0.59% | 1.62 CHF | 1.63 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 201'579 CHF | 202'779 CHF | 99.99% | 99.99% |
29.04.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 120'000 | 120'000 | 119'973 | 119'973 | 235'759 CHF | 236'959 CHF | 100.00% | 100.00% |
26.04.2024 | 0.48% | 1.96 CHF | 1.97 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 251'371 CHF | 252'571 CHF | 99.51% | 99.51% |
25.04.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 240'760 CHF | 241'960 CHF | 99.90% | 99.90% |
24.04.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 120'000 | 120'000 | 119'981 | 119'981 | 234'406 CHF | 235'606 CHF | 100.00% | 100.00% |
23.04.2024 | 0.54% | 1.94 CHF | 1.95 CHF | 120'000 | 120'000 | 119'962 | 119'962 | 223'061 CHF | 224'261 CHF | 100.00% | 100.00% |