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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 1.43% | 0.66 CHF | 0.67 CHF | 175'000 | 175'000 | 165'520 | 165'474 | 115'032 CHF | 116'655 CHF | 100.00% | 100.00% |
06.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 150'000 | 150'000 | 150'000 | 149'998 | 117'622 CHF | 119'120 CHF | 100.00% | 100.00% |
03.05.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 150'000 | 150'000 | 149'537 | 149'537 | 127'294 CHF | 128'789 CHF | 97.87% | 97.87% |
02.05.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 125'000 | 125'000 | 143'352 | 143'354 | 125'683 CHF | 127'118 CHF | 100.00% | 100.00% |
30.04.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 150'000 | 150'000 | 150'000 | 149'998 | 125'566 CHF | 127'064 CHF | 100.00% | 100.00% |
29.04.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 121'755 CHF | 123'255 CHF | 100.00% | 100.00% |
26.04.2024 | 1.16% | 0.82 CHF | 0.83 CHF | 150'000 | 150'000 | 149'569 | 149'568 | 127'884 CHF | 129'379 CHF | 99.78% | 99.78% |
25.04.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 125'000 | 125'000 | 143'610 | 143'611 | 128'587 CHF | 130'025 CHF | 100.00% | 100.00% |
24.04.2024 | 1.27% | 0.82 CHF | 0.83 CHF | 150'000 | 150'000 | 149'998 | 150'000 | 117'112 CHF | 118'614 CHF | 100.00% | 100.00% |
23.04.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 150'000 | 150'000 | 154'152 | 154'149 | 116'185 CHF | 117'724 CHF | 100.00% | 100.00% |