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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 475'000 | 475'000 | 233'779 | 233'779 | 275'136 CHF | 277'480 CHF | 95.77% | 95.77% |
07.05.2024 | 0.98% | 1.06 CHF | 1.07 CHF | 460'000 | 460'000 | 225'339 | 225'339 | 237'464 CHF | 239'725 CHF | 97.62% | 97.62% |
06.05.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 455'000 | 455'000 | 226'830 | 226'830 | 227'376 CHF | 229'648 CHF | 98.41% | 98.41% |
03.05.2024 | 0.96% | 1.09 CHF | 1.10 CHF | 465'000 | 465'000 | 225'700 | 225'700 | 238'384 CHF | 240'646 CHF | 99.95% | 99.95% |
02.05.2024 | 0.98% | 1.09 CHF | 1.10 CHF | 455'000 | 455'000 | 224'468 | 224'468 | 236'445 CHF | 238'694 CHF | 100.00% | 100.00% |
30.04.2024 | 1.12% | 1.01 CHF | 1.02 CHF | 445'000 | 445'000 | 218'850 | 218'850 | 201'451 CHF | 203'645 CHF | 96.81% | 96.81% |
29.04.2024 | 1.02% | 0.88 CHF | 0.89 CHF | 430'000 | 430'000 | 234'453 | 234'453 | 229'088 CHF | 231'437 CHF | 84.01% | 84.01% |
26.04.2024 | 0.83% | 1.25 CHF | 1.26 CHF | 480'000 | 480'000 | 239'576 | 239'576 | 299'864 CHF | 302'269 CHF | 99.50% | 99.50% |
25.04.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 495'000 | 495'000 | 248'614 | 248'614 | 345'537 CHF | 348'029 CHF | 99.88% | 99.88% |
24.04.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 500'000 | 500'000 | 248'688 | 248'688 | 349'628 CHF | 352'121 CHF | 98.98% | 98.98% |