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 | 1.13% | 0.85 CHF | 0.86 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 220'119 CHF | 89'048 CHF | 94.71% | 94.71% |
14.05.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 229'074 CHF | 92'630 CHF | 99.17% | 99.17% |
13.05.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 232'887 CHF | 94'155 CHF | 98.69% | 98.69% |
10.05.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 230'766 CHF | 93'307 CHF | 99.17% | 99.17% |
08.05.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 231'994 CHF | 93'798 CHF | 99.17% | 99.17% |
07.05.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 241'894 CHF | 97'758 CHF | 97.18% | 97.18% |
06.05.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 244'532 CHF | 98'813 CHF | 99.17% | 99.17% |
03.05.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 246'867 CHF | 99'747 CHF | 99.16% | 99.16% |
02.05.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 232'138 CHF | 93'855 CHF | 99.12% | 99.12% |
30.04.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 202'728 CHF | 82'091 CHF | 99.16% | 99.16% |