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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 275'000 | 275'000 | 273'790 | 273'790 | 341'786 CHF | 344'525 CHF | 100.00% | 100.00% |
13.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 270'000 | 270'000 | 268'886 | 268'886 | 346'247 CHF | 348'936 CHF | 99.88% | 99.88% |
10.05.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 270'000 | 270'000 | 272'373 | 272'373 | 346'576 CHF | 349'300 CHF | 100.00% | 100.00% |
08.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 280'000 | 280'000 | 280'430 | 280'430 | 325'456 CHF | 328'261 CHF | 98.93% | 98.93% |
07.05.2024 | 0.92% | 1.14 CHF | 1.15 CHF | 285'000 | 285'000 | 286'200 | 286'200 | 311'358 CHF | 314'222 CHF | 93.00% | 93.00% |
06.05.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 285'000 | 285'000 | 285'201 | 285'201 | 313'442 CHF | 316'294 CHF | 100.00% | 100.00% |
03.05.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 290'000 | 290'000 | 290'666 | 290'666 | 307'203 CHF | 310'110 CHF | 88.84% | 88.84% |
02.05.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 290'000 | 290'000 | 291'089 | 291'089 | 300'843 CHF | 303'754 CHF | 91.52% | 91.52% |
30.04.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 290'000 | 290'000 | 288'349 | 288'349 | 311'929 CHF | 314'814 CHF | 100.00% | 100.00% |
29.04.2024 | 1.10% | 1.08 CHF | 1.09 CHF | 290'000 | 290'000 | 271'873 | 271'873 | 296'488 CHF | 299'506 CHF | 100.00% | 100.00% |