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% | 1.57 CHF | 1.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 305'276 CHF | 307'276 CHF | 97.83% | 97.83% |
06.05.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 294'915 CHF | 296'915 CHF | 99.19% | 99.19% |
03.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 276'502 CHF | 278'502 CHF | 99.43% | 99.43% |
02.05.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 269'629 CHF | 271'629 CHF | 99.49% | 99.49% |
30.04.2024 | 0.72% | 1.30 CHF | 1.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 275'123 CHF | 277'123 CHF | 85.33% | 85.33% |
29.04.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 338'706 CHF | 340'706 CHF | 99.52% | 99.52% |
26.04.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 330'318 CHF | 332'318 CHF | 99.35% | 99.35% |
25.04.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 314'121 CHF | 316'121 CHF | 98.41% | 98.41% |
24.04.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 325'429 CHF | 327'429 CHF | 97.59% | 97.59% |
23.04.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 321'215 CHF | 323'215 CHF | 99.55% | 99.55% |