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 | 0.65% | 1.50 CHF | 1.51 CHF | 360'000 | 360'000 | 358'252 | 358'252 | 548'821 CHF | 552'407 CHF | 99.89% | 99.89% |
06.05.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 558'912 CHF | 562'536 CHF | 100.00% | 100.00% |
03.05.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 370'000 | 370'000 | 364'927 | 364'927 | 565'748 CHF | 569'397 CHF | 99.87% | 99.87% |
02.05.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 360'000 | 360'000 | 358'495 | 358'495 | 541'796 CHF | 545'380 CHF | 98.61% | 98.61% |
30.04.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 370'000 | 370'000 | 368'281 | 368'281 | 592'057 CHF | 595'742 CHF | 100.00% | 100.00% |
29.04.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 370'000 | 370'000 | 368'560 | 368'560 | 593'505 CHF | 597'191 CHF | 99.99% | 99.99% |
26.04.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 370'000 | 370'000 | 369'003 | 369'003 | 601'898 CHF | 605'588 CHF | 99.43% | 99.43% |
25.04.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 380'000 | 380'000 | 374'398 | 374'398 | 618'981 CHF | 622'725 CHF | 99.70% | 99.70% |
24.04.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 380'000 | 380'000 | 378'260 | 378'260 | 625'391 CHF | 629'174 CHF | 99.55% | 99.55% |
23.04.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 380'000 | 380'000 | 377'334 | 377'334 | 618'344 CHF | 622'118 CHF | 99.99% | 99.99% |