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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 270'000 | 270'000 | 268'885 | 268'885 | 438'978 CHF | 441'667 CHF | 99.88% | 99.88% |
10.05.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 270'000 | 270'000 | 272'374 | 272'374 | 440'487 CHF | 443'211 CHF | 100.00% | 100.00% |
08.05.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 280'000 | 280'000 | 280'430 | 280'430 | 422'335 CHF | 425'140 CHF | 98.93% | 98.93% |
07.05.2024 | 0.70% | 1.49 CHF | 1.50 CHF | 285'000 | 285'000 | 286'140 | 286'140 | 410'006 CHF | 412'870 CHF | 91.33% | 91.33% |
06.05.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 285'000 | 285'000 | 285'201 | 285'201 | 411'989 CHF | 414'841 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 290'000 | 290'000 | 289'500 | 289'500 | 405'990 CHF | 408'885 CHF | 88.03% | 88.03% |
02.05.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 290'000 | 290'000 | 291'201 | 291'201 | 401'164 CHF | 404'076 CHF | 91.84% | 91.84% |
30.04.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 290'000 | 290'000 | 288'377 | 288'377 | 411'624 CHF | 414'509 CHF | 100.00% | 100.00% |
29.04.2024 | 0.84% | 1.43 CHF | 1.44 CHF | 290'000 | 290'000 | 271'874 | 271'874 | 390'637 CHF | 393'655 CHF | 100.00% | 100.00% |
26.04.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 290'000 | 290'000 | 289'235 | 289'235 | 403'568 CHF | 406'460 CHF | 99.41% | 99.41% |