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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 435'959 CHF | 146'820 CHF | 92.10% | 92.10% |
08.05.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 442'807 CHF | 149'102 CHF | 95.45% | 95.45% |
07.05.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 444'606 CHF | 149'702 CHF | 96.73% | 96.73% |
06.05.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 411'574 CHF | 138'691 CHF | 88.84% | 88.84% |
03.05.2024 | 1.06% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 423'520 CHF | 142'673 CHF | 86.66% | 86.66% |
02.05.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 426'932 CHF | 143'811 CHF | 98.20% | 98.20% |
30.04.2024 | 1.17% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 384'256 CHF | 129'585 CHF | 97.95% | 97.95% |
29.04.2024 | 1.12% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 401'442 CHF | 135'314 CHF | 93.36% | 93.36% |
26.04.2024 | 1.03% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 433'004 CHF | 145'835 CHF | 95.72% | 95.72% |
25.04.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 600'000 | 200'000 | 583'083 | 194'361 | 527'768 CHF | 177'866 CHF | 95.98% | 95.98% |