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 | 1.03% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 434'792 CHF | 146'431 CHF | 99.15% | 99.15% |
14.05.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 426'237 CHF | 143'579 CHF | 99.36% | 99.36% |
13.05.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 401'387 CHF | 135'296 CHF | 98.84% | 98.84% |
10.05.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 412'511 CHF | 139'004 CHF | 99.36% | 99.36% |
08.05.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 401'054 CHF | 135'185 CHF | 99.37% | 99.37% |
07.05.2024 | 1.18% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 378'003 CHF | 127'501 CHF | 99.36% | 99.36% |
06.05.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 462'014 | 154'005 | 356'546 CHF | 120'389 CHF | 99.36% | 99.36% |
03.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 339'055 CHF | 114'518 CHF | 99.13% | 99.13% |
02.05.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 511'563 | 170'521 | 374'042 CHF | 126'386 CHF | 99.34% | 99.34% |
30.04.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 377'098 CHF | 127'199 CHF | 99.23% | 99.23% |