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 | 0.55% | 1.89 CHF | 1.90 CHF | 230'000 | 230'000 | 229'560 | 229'560 | 417'472 CHF | 419'772 CHF | 99.31% | 99.31% |
14.05.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 235'000 | 235'000 | 235'000 | 235'000 | 401'628 CHF | 403'978 CHF | 99.79% | 99.79% |
13.05.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 235'000 | 235'000 | 235'000 | 235'000 | 396'176 CHF | 398'526 CHF | 99.23% | 99.23% |
10.05.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 390'263 CHF | 392'763 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 345'574 CHF | 348'074 CHF | 96.90% | 96.90% |
07.05.2024 | 0.79% | 1.33 CHF | 1.34 CHF | 250'000 | 250'000 | 249'849 | 249'849 | 317'264 CHF | 319'764 CHF | 99.46% | 99.46% |
06.05.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 294'788 CHF | 297'288 CHF | 100.00% | 100.00% |
03.05.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 279'122 CHF | 281'622 CHF | 99.91% | 99.91% |
02.05.2024 | 0.90% | 1.07 CHF | 1.08 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 276'313 CHF | 278'813 CHF | 99.57% | 99.57% |
30.04.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 250'000 | 250'000 | 249'868 | 249'868 | 288'734 CHF | 291'234 CHF | 100.00% | 100.00% |