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 | 0.79% | 1.23 CHF | 1.24 CHF | 450'000 | 450'000 | 449'620 | 449'620 | 570'470 CHF | 574'970 CHF | 99.70% | 99.70% |
06.05.2024 | 0.73% | 1.41 CHF | 1.42 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 614'416 CHF | 618'916 CHF | 100.00% | 100.00% |
03.05.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 705'965 CHF | 710'465 CHF | 99.73% | 99.73% |
02.05.2024 | 0.49% | 1.97 CHF | 1.98 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 913'921 CHF | 918'421 CHF | 99.57% | 99.57% |
30.04.2024 | 0.56% | 2.02 CHF | 2.03 CHF | 450'000 | 450'000 | 449'654 | 449'654 | 809'543 CHF | 814'043 CHF | 99.98% | 99.98% |
29.04.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 450'000 | 450'000 | 449'945 | 449'945 | 801'980 CHF | 806'480 CHF | 99.57% | 99.57% |
26.04.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 865'093 CHF | 869'593 CHF | 99.51% | 99.51% |
25.04.2024 | 0.52% | 2.22 CHF | 2.23 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 863'113 CHF | 867'613 CHF | 99.97% | 99.97% |
24.04.2024 | 0.61% | 1.75 CHF | 1.76 CHF | 450'000 | 450'000 | 449'940 | 449'940 | 733'488 CHF | 737'988 CHF | 94.46% | 94.46% |
23.04.2024 | 0.56% | 1.62 CHF | 1.63 CHF | 450'000 | 450'000 | 450'000 | 449'917 | 797'842 CHF | 802'189 CHF | 99.99% | 99.99% |