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 | 1.08% | 0.99 CHF | 1.00 CHF | 435'000 | 435'000 | 241'519 | 241'519 | 230'629 CHF | 233'058 CHF | 100.00% | 100.00% |
14.05.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 445'000 | 445'000 | 243'946 | 243'946 | 228'048 CHF | 230'493 CHF | 99.90% | 99.90% |
13.05.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 445'000 | 445'000 | 246'256 | 246'256 | 222'712 CHF | 225'180 CHF | 100.00% | 100.00% |
10.05.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 450'000 | 450'000 | 247'508 | 247'508 | 220'196 CHF | 222'676 CHF | 100.00% | 100.00% |
08.05.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 455'000 | 455'000 | 247'368 | 247'368 | 212'424 CHF | 214'903 CHF | 97.91% | 97.91% |
07.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 455'000 | 455'000 | 249'485 | 249'485 | 217'281 CHF | 219'782 CHF | 98.18% | 98.18% |
06.05.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 455'000 | 455'000 | 251'199 | 251'199 | 213'395 CHF | 215'912 CHF | 99.86% | 99.86% |
03.05.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 450'000 | 450'000 | 172'116 | 172'116 | 152'434 CHF | 154'157 CHF | 99.99% | 99.99% |
02.05.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 475'000 | 475'000 | 262'959 | 262'959 | 174'368 CHF | 177'003 CHF | 100.00% | 100.00% |
30.04.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 470'000 | 470'000 | 260'601 | 260'601 | 185'874 CHF | 188'486 CHF | 99.68% | 99.68% |