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 | 0.75% | 1.35 CHF | 1.36 CHF | 140'000 | 140'000 | 77'952 | 77'952 | 106'023 CHF | 106'805 CHF | 98.16% | 98.16% |
06.05.2024 | 0.80% | 1.30 CHF | 1.31 CHF | 140'000 | 140'000 | 79'393 | 79'393 | 101'314 CHF | 102'111 CHF | 91.73% | 91.73% |
03.05.2024 | 0.89% | 1.22 CHF | 1.23 CHF | 140'000 | 140'000 | 80'327 | 80'327 | 93'618 CHF | 94'425 CHF | 96.28% | 96.28% |
02.05.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 150'000 | 150'000 | 82'427 | 82'427 | 90'974 CHF | 91'801 CHF | 98.48% | 98.48% |
30.04.2024 | 0.88% | 1.10 CHF | 1.11 CHF | 140'000 | 140'000 | 78'431 | 78'431 | 91'123 CHF | 91'910 CHF | 96.24% | 96.24% |
29.04.2024 | 0.81% | 1.17 CHF | 1.18 CHF | 140'000 | 140'000 | 78'218 | 78'218 | 97'079 CHF | 97'864 CHF | 98.09% | 98.09% |
26.04.2024 | 0.72% | 1.32 CHF | 1.33 CHF | 150'000 | 150'000 | 55'356 | 52'995 | 76'624 CHF | 74'046 CHF | 95.76% | 95.76% |
25.04.2024 | 0.87% | 1.07 CHF | 1.08 CHF | 150'000 | 150'000 | 83'033 | 83'033 | 95'564 CHF | 96'396 CHF | 98.78% | 98.78% |
24.04.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 150'000 | 150'000 | 82'917 | 82'917 | 112'235 CHF | 113'068 CHF | 99.44% | 99.44% |
23.04.2024 | 0.82% | 1.30 CHF | 1.31 CHF | 150'000 | 150'000 | 83'077 | 83'077 | 104'278 CHF | 105'112 CHF | 99.81% | 99.81% |