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 | 0.81% | 1.21 CHF | 1.22 CHF | 360'000 | 360'000 | 358'243 | 358'243 | 443'705 CHF | 447'290 CHF | 99.89% | 99.89% |
06.05.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 452'638 CHF | 456'261 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 370'000 | 370'000 | 364'922 | 364'922 | 458'774 CHF | 462'423 CHF | 99.97% | 99.97% |
02.05.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 360'000 | 360'000 | 358'494 | 358'494 | 435'940 CHF | 439'525 CHF | 98.61% | 98.61% |
30.04.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 370'000 | 370'000 | 368'275 | 368'275 | 483'370 CHF | 487'055 CHF | 100.00% | 100.00% |
29.04.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 370'000 | 370'000 | 368'560 | 368'560 | 484'940 CHF | 488'626 CHF | 100.00% | 100.00% |
26.04.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 370'000 | 370'000 | 369'002 | 369'002 | 492'791 CHF | 496'481 CHF | 99.40% | 99.40% |
25.04.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 380'000 | 380'000 | 374'395 | 374'395 | 508'046 CHF | 511'790 CHF | 99.69% | 99.69% |
24.04.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 380'000 | 380'000 | 378'258 | 378'258 | 513'630 CHF | 517'413 CHF | 99.54% | 99.54% |
23.04.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 380'000 | 380'000 | 377'335 | 377'335 | 507'549 CHF | 511'322 CHF | 99.99% | 99.99% |