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 | 1.65% | 0.58 CHF | 0.59 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 271'395 CHF | 45'983 CHF | 98.93% | 98.93% |
10.05.2024 | 1.55% | 0.61 CHF | 0.62 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 288'444 CHF | 48'824 CHF | 99.37% | 99.37% |
08.05.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 286'571 CHF | 48'512 CHF | 99.35% | 99.35% |
07.05.2024 | 1.61% | 0.64 CHF | 0.65 CHF | 450'000 | 75'000 | 450'000 | 82'438 | 277'258 CHF | 51'643 CHF | 94.72% | 94.72% |
06.05.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 272'781 CHF | 92'427 CHF | 99.36% | 99.36% |
03.05.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 281'429 CHF | 95'310 CHF | 99.35% | 99.35% |
02.05.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'974 CHF | 90'158 CHF | 99.36% | 99.36% |
30.04.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 282'843 CHF | 95'781 CHF | 99.36% | 99.36% |
29.04.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'672 CHF | 90'057 CHF | 99.36% | 99.36% |
26.04.2024 | 1.79% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 248'809 CHF | 84'436 CHF | 99.36% | 99.36% |