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 | 0.60% | 1.66 CHF | 1.67 CHF | 120'000 | 120'000 | 54'075 | 54'075 | 91'668 CHF | 92'210 CHF | 98.40% | 98.40% |
07.05.2024 | 0.60% | 1.72 CHF | 1.73 CHF | 122'000 | 122'000 | 54'137 | 54'137 | 91'870 CHF | 92'413 CHF | 98.97% | 98.97% |
06.05.2024 | 0.92% | 1.67 CHF | 1.68 CHF | 120'000 | 120'000 | 53'893 | 53'893 | 89'030 CHF | 89'723 CHF | 99.13% | 99.13% |
03.05.2024 | 0.97% | 1.65 CHF | 1.66 CHF | 120'000 | 120'000 | 53'245 | 53'245 | 85'246 CHF | 85'937 CHF | 99.98% | 99.98% |
02.05.2024 | 0.96% | 1.65 CHF | 1.66 CHF | 118'000 | 118'000 | 52'553 | 52'553 | 85'259 CHF | 85'940 CHF | 99.98% | 99.98% |
30.04.2024 | 1.55% | 1.01 CHF | 1.02 CHF | 98'000 | 98'000 | 44'653 | 44'653 | 44'925 CHF | 45'505 CHF | 99.95% | 99.95% |
29.04.2024 | 1.55% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 44'759 | 44'759 | 44'599 CHF | 45'180 CHF | 99.81% | 99.81% |
26.04.2024 | 1.52% | 0.99 CHF | 1.00 CHF | 98'000 | 98'000 | 44'560 | 44'560 | 45'056 CHF | 45'637 CHF | 98.53% | 98.53% |
25.04.2024 | 1.56% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 45'186 | 45'186 | 45'008 CHF | 45'596 CHF | 97.38% | 97.38% |
24.04.2024 | 1.50% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 44'815 | 44'815 | 45'951 CHF | 46'533 CHF | 99.59% | 99.59% |