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 | 1.16% | 0.85 CHF | 0.86 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 119'691 CHF | 121'091 CHF | 100.00% | 100.00% |
06.05.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 139'660 CHF | 141'360 CHF | 100.00% | 100.00% |
03.05.2024 | 1.58% | 0.59 CHF | 0.60 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 107'311 CHF | 109'011 CHF | 98.74% | 98.74% |
02.05.2024 | 1.65% | 0.67 CHF | 0.68 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 102'867 CHF | 104'567 CHF | 100.00% | 100.00% |
30.04.2024 | 1.46% | 0.63 CHF | 0.64 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 95'144 CHF | 96'544 CHF | 100.00% | 100.00% |
29.04.2024 | 1.09% | 0.86 CHF | 0.87 CHF | 140'000 | 140'000 | 139'976 | 139'976 | 127'789 CHF | 129'189 CHF | 100.00% | 100.00% |
26.04.2024 | 0.96% | 0.91 CHF | 0.92 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 144'765 CHF | 146'165 CHF | 99.53% | 99.53% |
25.04.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 134'613 CHF | 136'013 CHF | 99.88% | 99.88% |
24.04.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 140'000 | 140'000 | 139'963 | 139'963 | 129'377 CHF | 130'777 CHF | 100.00% | 100.00% |
23.04.2024 | 1.16% | 0.92 CHF | 0.93 CHF | 150'000 | 150'000 | 149'953 | 149'953 | 129'238 CHF | 130'738 CHF | 100.00% | 100.00% |