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 | 1.44% | 0.68 CHF | 0.69 CHF | 300'000 | 300'000 | 297'123 | 297'123 | 209'670 CHF | 212'668 CHF | 93.33% | 93.33% |
07.05.2024 | 1.39% | 0.66 CHF | 0.67 CHF | 300'000 | 300'000 | 299'141 | 299'141 | 215'575 CHF | 218'573 CHF | 99.44% | 99.44% |
06.05.2024 | 1.17% | 0.81 CHF | 0.82 CHF | 280'000 | 280'000 | 279'488 | 279'488 | 239'335 CHF | 242'133 CHF | 100.00% | 100.00% |
03.05.2024 | 1.24% | 1.01 CHF | 1.02 CHF | 230'000 | 230'000 | 202'102 | 202'102 | 228'133 CHF | 230'340 CHF | 99.95% | 99.95% |
02.05.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 210'000 | 210'000 | 209'602 | 209'602 | 298'335 CHF | 300'434 CHF | 99.30% | 99.30% |
30.04.2024 | 0.89% | 1.23 CHF | 1.24 CHF | 270'000 | 270'000 | 269'524 | 269'524 | 304'060 CHF | 306'759 CHF | 99.99% | 99.99% |
29.04.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 260'000 | 260'000 | 259'469 | 259'469 | 289'529 CHF | 292'128 CHF | 99.69% | 99.69% |
26.04.2024 | 0.78% | 1.20 CHF | 1.21 CHF | 230'000 | 230'000 | 229'575 | 229'575 | 294'600 CHF | 296'898 CHF | 99.13% | 99.13% |
25.04.2024 | 0.61% | 1.71 CHF | 1.72 CHF | 240'000 | 240'000 | 239'593 | 239'593 | 394'619 CHF | 397'018 CHF | 99.96% | 99.96% |
24.04.2024 | 0.75% | 1.40 CHF | 1.41 CHF | 230'000 | 230'000 | 229'523 | 229'523 | 305'489 CHF | 307'788 CHF | 98.72% | 98.72% |