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 | 0.99% | 0.97 CHF | 0.98 CHF | 475'000 | 475'000 | 232'620 | 232'620 | 236'197 CHF | 238'539 CHF | 100.00% | 100.00% |
14.05.2024 | 1.06% | 1.06 CHF | 1.07 CHF | 460'000 | 460'000 | 236'535 | 236'535 | 229'647 CHF | 232'018 CHF | 100.00% | 100.00% |
13.05.2024 | 1.13% | 0.96 CHF | 0.97 CHF | 475'000 | 475'000 | 241'330 | 241'330 | 220'896 CHF | 223'315 CHF | 100.00% | 100.00% |
10.05.2024 | 1.08% | 0.87 CHF | 0.88 CHF | 490'000 | 490'000 | 235'811 | 235'811 | 219'457 CHF | 221'820 CHF | 100.00% | 100.00% |
08.05.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 475'000 | 475'000 | 233'780 | 233'780 | 229'128 CHF | 231'471 CHF | 95.78% | 95.78% |
07.05.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 460'000 | 460'000 | 225'339 | 225'339 | 248'243 CHF | 250'504 CHF | 97.62% | 97.62% |
06.05.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 455'000 | 455'000 | 226'820 | 226'820 | 260'624 CHF | 262'895 CHF | 98.41% | 98.41% |
03.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 465'000 | 465'000 | 225'790 | 225'790 | 247'806 CHF | 250'069 CHF | 99.98% | 99.98% |
02.05.2024 | 0.89% | 1.08 CHF | 1.09 CHF | 455'000 | 455'000 | 224'470 | 224'470 | 250'717 CHF | 252'967 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 1.17 CHF | 1.18 CHF | 445'000 | 445'000 | 218'872 | 218'872 | 274'763 CHF | 276'956 CHF | 96.82% | 96.82% |