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 | 0.95% | 1.04 CHF | 1.05 CHF | 275'000 | 275'000 | 273'793 | 273'793 | 287'797 CHF | 290'535 CHF | 100.00% | 100.00% |
13.05.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 270'000 | 270'000 | 268'885 | 268'885 | 293'170 CHF | 295'858 CHF | 99.88% | 99.88% |
10.05.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 270'000 | 270'000 | 272'373 | 272'373 | 293'135 CHF | 295'858 CHF | 100.00% | 100.00% |
08.05.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 280'000 | 280'000 | 280'433 | 280'433 | 270'666 CHF | 273'471 CHF | 98.93% | 98.93% |
07.05.2024 | 1.12% | 0.94 CHF | 0.95 CHF | 285'000 | 285'000 | 286'063 | 286'063 | 255'389 CHF | 258'252 CHF | 91.80% | 91.80% |
06.05.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 285'000 | 285'000 | 285'201 | 285'201 | 258'036 CHF | 260'888 CHF | 100.00% | 100.00% |
03.05.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 290'000 | 290'000 | 289'595 | 289'595 | 249'731 CHF | 252'627 CHF | 93.36% | 93.36% |
02.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 290'000 | 290'000 | 291'189 | 291'189 | 243'932 CHF | 246'844 CHF | 92.45% | 92.45% |
30.04.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 290'000 | 290'000 | 288'348 | 288'348 | 255'585 CHF | 258'471 CHF | 100.00% | 100.00% |
29.04.2024 | 1.33% | 0.89 CHF | 0.90 CHF | 290'000 | 290'000 | 271'873 | 271'873 | 243'903 CHF | 246'921 CHF | 100.00% | 100.00% |