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 | 0.83% | 1.20 CHF | 1.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 300'364 CHF | 121'146 CHF | 98.26% | 98.26% |
14.05.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 298'709 CHF | 120'484 CHF | 99.37% | 99.37% |
13.05.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 294'761 CHF | 118'905 CHF | 98.85% | 98.85% |
10.05.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 290'258 CHF | 117'103 CHF | 99.22% | 99.22% |
08.05.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 280'911 CHF | 113'364 CHF | 99.35% | 99.35% |
07.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 250'541 CHF | 101'217 CHF | 97.84% | 97.84% |
06.05.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 244'462 CHF | 98'785 CHF | 99.38% | 99.38% |
03.05.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 258'600 CHF | 104'440 CHF | 99.28% | 99.28% |
02.05.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 258'980 CHF | 104'592 CHF | 98.75% | 98.75% |
30.04.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 245'663 CHF | 99'265 CHF | 99.37% | 99.37% |