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 | 0.67% | 1.68 CHF | 1.69 CHF | 250'000 | 250'000 | 244'791 | 244'791 | 390'020 CHF | 392'507 CHF | 96.99% | 96.99% |
14.05.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 360'137 CHF | 362'637 CHF | 95.49% | 95.49% |
13.05.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 375'522 CHF | 378'022 CHF | 92.15% | 92.15% |
10.05.2024 | 0.62% | 1.56 CHF | 1.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 400'502 CHF | 403'002 CHF | 49.83% | 49.83% |
08.05.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 292'249 CHF | 294'749 CHF | 83.09% | 83.09% |
07.05.2024 | 1.09% | 1.10 CHF | 1.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 229'322 CHF | 231'822 CHF | 89.31% | 89.31% |
06.05.2024 | 1.42% | 0.74 CHF | 0.75 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 176'249 CHF | 178'749 CHF | 93.03% | 93.03% |
03.05.2024 | 3.27% | 0.55 CHF | 0.59 CHF | 50'000 | 50'000 | 187'994 | 187'994 | 107'274 CHF | 109'619 CHF | 88.06% | 88.06% |
02.05.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 139'291 CHF | 141'791 CHF | 91.05% | 91.05% |
30.04.2024 | 1.45% | 0.62 CHF | 0.63 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 171'075 CHF | 173'575 CHF | 95.07% | 95.07% |