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 | 2.52% | 0.40 CHF | 0.41 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 204'076 CHF | 209'276 CHF | 99.29% | 99.29% |
07.05.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 520'000 | 520'000 | 519'626 | 519'626 | 193'614 CHF | 198'814 CHF | 99.92% | 99.92% |
06.05.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 194'055 CHF | 199'355 CHF | 100.00% | 100.00% |
03.05.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 200'263 CHF | 205'463 CHF | 99.37% | 99.37% |
02.05.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 225'906 CHF | 231'106 CHF | 100.00% | 100.00% |
30.04.2024 | 2.34% | 0.45 CHF | 0.46 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 223'953 CHF | 229'253 CHF | 99.16% | 99.16% |
29.04.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 220'241 CHF | 225'441 CHF | 99.81% | 99.81% |
26.04.2024 | 2.39% | 0.46 CHF | 0.47 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 219'550 CHF | 224'850 CHF | 99.33% | 99.33% |
25.04.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 223'102 CHF | 228'402 CHF | 99.24% | 99.24% |
24.04.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 530'000 | 530'000 | 529'995 | 529'995 | 234'749 CHF | 240'049 CHF | 99.60% | 99.60% |