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 | 0.72% | 1.41 CHF | 1.42 CHF | 270'000 | 270'000 | 272'020 | 272'020 | 380'221 CHF | 382'947 CHF | 97.13% | 97.13% |
14.05.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 275'000 | 275'000 | 273'785 | 273'785 | 378'739 CHF | 381'477 CHF | 99.99% | 99.99% |
13.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 270'000 | 270'000 | 268'885 | 268'885 | 382'285 CHF | 384'974 CHF | 99.86% | 99.86% |
10.05.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 270'000 | 270'000 | 272'374 | 272'374 | 383'216 CHF | 385'940 CHF | 100.00% | 100.00% |
08.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 280'000 | 280'000 | 280'428 | 280'428 | 363'452 CHF | 366'256 CHF | 98.93% | 98.93% |
07.05.2024 | 0.82% | 1.28 CHF | 1.29 CHF | 285'000 | 285'000 | 286'123 | 286'123 | 349'943 CHF | 352'807 CHF | 91.44% | 91.44% |
06.05.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 285'000 | 285'000 | 285'201 | 285'201 | 352'188 CHF | 355'040 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 290'000 | 290'000 | 289'591 | 289'591 | 345'280 CHF | 348'176 CHF | 92.70% | 92.70% |
02.05.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 290'000 | 290'000 | 291'199 | 291'199 | 340'075 CHF | 342'987 CHF | 91.34% | 91.34% |
30.04.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 290'000 | 290'000 | 288'371 | 288'371 | 351'081 CHF | 353'966 CHF | 100.00% | 100.00% |