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 | 0.55% | 1.80 CHF | 1.81 CHF | 360'000 | 360'000 | 358'237 | 358'237 | 654'564 CHF | 658'150 CHF | 99.88% | 99.88% |
06.05.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 665'496 CHF | 669'119 CHF | 100.00% | 100.00% |
03.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 370'000 | 370'000 | 364'924 | 364'924 | 673'260 CHF | 676'909 CHF | 99.91% | 99.91% |
02.05.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 360'000 | 360'000 | 358'493 | 358'493 | 647'356 CHF | 650'941 CHF | 98.59% | 98.59% |
30.04.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 370'000 | 370'000 | 368'285 | 368'285 | 700'865 CHF | 704'550 CHF | 100.00% | 100.00% |
29.04.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 370'000 | 370'000 | 368'558 | 368'558 | 702'352 CHF | 706'038 CHF | 100.00% | 100.00% |
26.04.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 370'000 | 370'000 | 369'003 | 369'003 | 710'880 CHF | 714'570 CHF | 99.41% | 99.41% |
25.04.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 380'000 | 380'000 | 374'396 | 374'396 | 729'394 CHF | 733'138 CHF | 99.67% | 99.67% |
24.04.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 380'000 | 380'000 | 378'260 | 378'260 | 736'840 CHF | 740'623 CHF | 99.54% | 99.54% |
23.04.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 380'000 | 380'000 | 377'335 | 377'335 | 729'097 CHF | 732'870 CHF | 100.00% | 100.00% |