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 | 0.88% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 506'677 CHF | 170'392 CHF | 89.83% | 99.27% |
14.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 513'442 CHF | 172'647 CHF | 96.28% | 98.51% |
13.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 498'116 CHF | 167'539 CHF | 98.51% | 98.51% |
10.05.2024 | 0.88% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 506'937 CHF | 170'479 CHF | 94.81% | 99.20% |
08.05.2024 | 0.92% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 487'680 CHF | 164'060 CHF | 98.41% | 98.41% |
07.05.2024 | 0.97% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 462'804 CHF | 155'768 CHF | 98.94% | 98.94% |
06.05.2024 | 1.06% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 424'091 CHF | 142'864 CHF | 98.51% | 98.51% |
03.05.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 389'423 CHF | 131'308 CHF | 98.03% | 98.03% |
02.05.2024 | 1.23% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 551'899 | 183'966 | 445'893 CHF | 150'471 CHF | 98.86% | 98.86% |
30.04.2024 | 1.20% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 471'316 | 157'105 | 389'270 CHF | 131'328 CHF | 98.70% | 98.70% |