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 | 0.81% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 555'596 CHF | 186'699 CHF | 95.36% | 95.36% |
07.05.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 554'955 CHF | 186'485 CHF | 96.81% | 96.81% |
06.05.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 517'472 CHF | 173'991 CHF | 88.83% | 88.83% |
03.05.2024 | 0.85% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 530'225 CHF | 178'242 CHF | 86.62% | 86.62% |
02.05.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 533'897 CHF | 179'466 CHF | 98.21% | 98.21% |
30.04.2024 | 0.92% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 487'208 CHF | 163'903 CHF | 97.92% | 97.92% |
29.04.2024 | 0.89% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 506'024 CHF | 170'175 CHF | 93.36% | 93.36% |
26.04.2024 | 0.83% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 540'794 CHF | 181'765 CHF | 95.68% | 95.68% |
25.04.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 512'986 CHF | 172'495 CHF | 96.03% | 96.03% |
24.04.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 499'676 CHF | 168'059 CHF | 90.63% | 90.63% |