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 | 1.12% | 0.90 CHF | 0.91 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 668'146 CHF | 225'215 CHF | 99.34% | 99.34% |
07.05.2024 | 1.18% | 0.87 CHF | 0.88 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 631'819 CHF | 213'106 CHF | 99.54% | 99.54% |
06.05.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 646'248 CHF | 217'916 CHF | 95.19% | 95.19% |
03.05.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 633'108 CHF | 213'536 CHF | 99.25% | 99.25% |
02.05.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 671'266 CHF | 226'255 CHF | 99.34% | 99.34% |
30.04.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 710'375 CHF | 239'292 CHF | 99.24% | 99.24% |
29.04.2024 | 1.04% | 0.92 CHF | 0.93 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 717'631 CHF | 241'710 CHF | 99.30% | 99.30% |
26.04.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 733'181 CHF | 246'894 CHF | 99.40% | 99.40% |
25.04.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 716'237 CHF | 241'246 CHF | 99.36% | 99.36% |
24.04.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 713'736 CHF | 240'412 CHF | 99.50% | 99.50% |