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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 257'338 CHF | 103'935 CHF | 94.71% | 94.71% |
14.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 266'267 CHF | 107'507 CHF | 99.17% | 99.17% |
13.05.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 270'021 CHF | 109'008 CHF | 98.69% | 98.69% |
10.05.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 268'139 CHF | 108'256 CHF | 99.17% | 99.17% |
08.05.2024 | 0.92% | 1.05 CHF | 1.06 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 269'248 CHF | 108'699 CHF | 99.17% | 99.17% |
07.05.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 279'181 CHF | 112'672 CHF | 97.19% | 97.19% |
06.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 281'700 CHF | 113'680 CHF | 99.17% | 99.17% |
03.05.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 284'165 CHF | 114'666 CHF | 99.16% | 99.16% |
02.05.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 269'336 CHF | 108'735 CHF | 99.12% | 99.12% |
30.04.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 240'073 CHF | 97'029 CHF | 99.17% | 99.17% |