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 | 1.23% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 364'287 CHF | 122'929 CHF | 98.83% | 98.83% |
14.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 369'153 CHF | 124'551 CHF | 98.42% | 98.42% |
13.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 355'529 CHF | 120'010 CHF | 98.83% | 98.83% |
10.05.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 364'612 CHF | 123'037 CHF | 99.22% | 99.22% |
08.05.2024 | 1.30% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 458'321 CHF | 154'774 CHF | 98.41% | 98.41% |
07.05.2024 | 1.39% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 428'948 CHF | 144'983 CHF | 98.92% | 98.92% |
06.05.2024 | 1.56% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 382'751 CHF | 129'584 CHF | 98.56% | 98.56% |
03.05.2024 | 1.73% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 343'353 CHF | 116'451 CHF | 97.82% | 97.82% |
02.05.2024 | 1.89% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 314'000 CHF | 106'667 CHF | 98.82% | 98.82% |
30.04.2024 | 1.84% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 322'553 CHF | 109'518 CHF | 98.78% | 98.78% |