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 | 0.93% | 1.09 CHF | 1.10 CHF | 190'000 | 190'000 | 189'652 | 189'652 | 203'987 CHF | 205'887 CHF | 99.84% | 99.84% |
14.05.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 190'000 | 190'000 | 190'142 | 190'142 | 196'893 CHF | 198'794 CHF | 99.51% | 99.51% |
13.05.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 197'296 CHF | 199'196 CHF | 99.35% | 99.35% |
10.05.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 197'333 CHF | 199'333 CHF | 99.35% | 99.35% |
08.05.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 193'872 CHF | 195'872 CHF | 97.87% | 97.87% |
07.05.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 200'000 | 200'000 | 193'512 | 193'512 | 200'462 CHF | 202'400 CHF | 97.28% | 97.28% |
06.05.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 170'219 CHF | 172'319 CHF | 100.00% | 100.00% |
03.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 210'000 | 210'000 | 210'093 | 210'093 | 164'383 CHF | 166'484 CHF | 99.97% | 99.97% |
02.05.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 220'000 | 220'000 | 218'722 | 218'722 | 168'125 CHF | 170'312 CHF | 100.00% | 100.00% |
30.04.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 220'000 | 220'000 | 212'092 | 212'092 | 166'599 CHF | 168'720 CHF | 99.98% | 99.98% |