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 | 1.04% | 0.98 CHF | 0.99 CHF | 270'000 | 270'000 | 271'965 | 271'965 | 262'275 CHF | 265'000 CHF | 96.38% | 96.38% |
14.05.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 275'000 | 275'000 | 273'787 | 273'787 | 260'051 CHF | 262'789 CHF | 100.00% | 100.00% |
13.05.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 270'000 | 270'000 | 268'885 | 268'885 | 266'089 CHF | 268'778 CHF | 99.87% | 99.87% |
10.05.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 270'000 | 270'000 | 272'375 | 272'375 | 265'629 CHF | 268'353 CHF | 100.00% | 100.00% |
08.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 280'000 | 280'000 | 280'425 | 280'425 | 242'260 CHF | 245'065 CHF | 98.93% | 98.93% |
07.05.2024 | 1.26% | 0.84 CHF | 0.85 CHF | 285'000 | 285'000 | 286'128 | 286'128 | 226'360 CHF | 229'224 CHF | 93.61% | 93.61% |
06.05.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 285'000 | 285'000 | 285'201 | 285'201 | 229'282 CHF | 232'134 CHF | 100.00% | 100.00% |
03.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 290'000 | 290'000 | 289'520 | 289'520 | 220'666 CHF | 223'561 CHF | 90.68% | 90.68% |
02.05.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 290'000 | 290'000 | 291'198 | 291'198 | 214'509 CHF | 217'421 CHF | 92.14% | 92.14% |
30.04.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 290'000 | 290'000 | 288'349 | 288'349 | 226'444 CHF | 229'329 CHF | 100.00% | 100.00% |