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 | 0.72% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 623'521 CHF | 209'340 CHF | 99.20% | 99.20% |
13.05.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 600'309 CHF | 201'603 CHF | 98.02% | 98.02% |
10.05.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 615'730 CHF | 206'743 CHF | 99.22% | 99.22% |
08.05.2024 | 0.77% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 582'130 CHF | 195'543 CHF | 99.19% | 99.19% |
07.05.2024 | 0.83% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 543'230 CHF | 182'577 CHF | 98.26% | 98.26% |
06.05.2024 | 0.93% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 482'788 CHF | 162'429 CHF | 99.22% | 99.22% |
03.05.2024 | 1.05% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 425'979 CHF | 143'493 CHF | 99.17% | 99.17% |
02.05.2024 | 1.17% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 381'479 CHF | 128'660 CHF | 99.21% | 99.21% |
30.04.2024 | 1.14% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 392'158 CHF | 132'219 CHF | 98.71% | 98.71% |
29.04.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 396'012 CHF | 133'504 CHF | 99.16% | 99.16% |