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 | 0.96% | 1.03 CHF | 1.04 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 620'678 CHF | 208'893 CHF | 99.19% | 99.19% |
07.05.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 614'914 CHF | 206'971 CHF | 99.12% | 99.12% |
06.05.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 549'489 CHF | 185'163 CHF | 99.17% | 99.17% |
03.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 521'111 CHF | 175'704 CHF | 99.09% | 99.09% |
02.05.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 381'541 CHF | 128'680 CHF | 99.15% | 99.15% |
30.04.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 381'594 CHF | 128'698 CHF | 99.08% | 99.08% |
29.04.2024 | 1.07% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 418'422 CHF | 140'974 CHF | 98.18% | 98.18% |
26.04.2024 | 0.82% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 543'778 CHF | 182'759 CHF | 99.18% | 99.18% |
25.04.2024 | 0.98% | 1.21 CHF | 1.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 615'426 CHF | 207'142 CHF | 98.10% | 98.10% |
24.04.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 552'301 CHF | 186'100 CHF | 99.22% | 99.22% |