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 | 0.96% | 1.01 CHF | 1.02 CHF | 360'000 | 360'000 | 358'237 | 358'237 | 373'133 CHF | 376'719 CHF | 99.88% | 99.88% |
06.05.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 381'544 CHF | 385'167 CHF | 100.00% | 100.00% |
03.05.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 370'000 | 370'000 | 364'924 | 364'924 | 387'150 CHF | 390'799 CHF | 99.88% | 99.88% |
02.05.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 360'000 | 360'000 | 358'494 | 358'494 | 366'071 CHF | 369'656 CHF | 98.57% | 98.57% |
30.04.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 370'000 | 370'000 | 368'274 | 368'274 | 411'105 CHF | 414'790 CHF | 100.00% | 100.00% |
29.04.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 370'000 | 370'000 | 368'563 | 368'563 | 412'780 CHF | 416'466 CHF | 100.00% | 100.00% |
26.04.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 370'000 | 370'000 | 369'002 | 369'002 | 420'755 CHF | 424'445 CHF | 99.43% | 99.43% |
25.04.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 380'000 | 380'000 | 374'397 | 374'397 | 434'962 CHF | 438'706 CHF | 99.70% | 99.70% |
24.04.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 380'000 | 380'000 | 378'259 | 378'259 | 439'939 CHF | 443'722 CHF | 99.55% | 99.55% |
23.04.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 380'000 | 380'000 | 377'335 | 377'335 | 434'002 CHF | 437'776 CHF | 100.00% | 100.00% |