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 | 0.99% | 1.02 CHF | 1.03 CHF | 120'000 | 120'000 | 118'745 | 118'745 | 121'312 CHF | 122'501 CHF | 98.85% | 98.85% |
07.05.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 120'000 | 120'000 | 118'692 | 118'692 | 121'462 CHF | 122'652 CHF | 99.85% | 99.85% |
06.05.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 130'000 | 130'000 | 128'691 | 128'691 | 122'316 CHF | 123'604 CHF | 99.88% | 99.88% |
03.05.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 130'000 | 130'000 | 123'103 | 123'103 | 119'833 CHF | 121'066 CHF | 98.71% | 98.71% |
02.05.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 120'000 | 120'000 | 124'338 | 124'338 | 121'642 CHF | 122'887 CHF | 99.88% | 99.88% |
30.04.2024 | 1.10% | 0.98 CHF | 0.99 CHF | 120'000 | 120'000 | 124'675 | 124'675 | 115'593 CHF | 116'842 CHF | 86.11% | 86.11% |
29.04.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 130'000 | 130'000 | 121'782 | 121'782 | 118'198 CHF | 119'418 CHF | 87.33% | 87.33% |
26.04.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 120'000 | 120'000 | 137'287 | 137'287 | 142'942 CHF | 144'317 CHF | 90.73% | 90.73% |
25.04.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 150'000 | 150'000 | 148'510 | 148'510 | 146'071 CHF | 147'558 CHF | 91.40% | 91.40% |
24.04.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 150'000 | 150'000 | 148'461 | 148'461 | 142'103 CHF | 143'589 CHF | 93.24% | 93.24% |