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 | 1.06% | 0.98 CHF | 0.99 CHF | 150'000 | 150'000 | 82'409 | 82'409 | 79'119 CHF | 79'946 CHF | 97.33% | 97.33% |
07.05.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 140'000 | 140'000 | 78'707 | 78'707 | 79'259 CHF | 80'049 CHF | 97.03% | 97.03% |
06.05.2024 | 1.11% | 0.95 CHF | 0.96 CHF | 150'000 | 150'000 | 83'423 | 83'423 | 77'347 CHF | 78'184 CHF | 95.31% | 95.31% |
03.05.2024 | 1.27% | 0.87 CHF | 0.88 CHF | 150'000 | 150'000 | 88'259 | 88'259 | 72'724 CHF | 73'610 CHF | 98.60% | 98.60% |
02.05.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 160'000 | 160'000 | 90'348 | 90'348 | 69'608 CHF | 70'515 CHF | 99.38% | 99.38% |
30.04.2024 | 1.23% | 0.77 CHF | 0.78 CHF | 150'000 | 150'000 | 82'897 | 82'897 | 68'363 CHF | 69'196 CHF | 99.27% | 99.27% |
29.04.2024 | 1.12% | 0.84 CHF | 0.85 CHF | 150'000 | 150'000 | 82'898 | 82'898 | 74'584 CHF | 75'417 CHF | 99.49% | 99.49% |
26.04.2024 | 0.94% | 0.98 CHF | 0.99 CHF | 160'000 | 160'000 | 63'936 | 61'094 | 66'973 CHF | 64'817 CHF | 97.25% | 97.25% |
25.04.2024 | 1.20% | 0.76 CHF | 0.77 CHF | 160'000 | 160'000 | 90'712 | 90'712 | 75'914 CHF | 76'824 CHF | 99.34% | 99.34% |
24.04.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 160'000 | 160'000 | 90'461 | 90'461 | 92'254 CHF | 93'163 CHF | 99.82% | 99.82% |