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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 1.13% | 0.92 CHF | 0.93 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 197'513 CHF | 66'588 CHF | 98.93% | 98.93% |
10.05.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 188'211 CHF | 63'487 CHF | 99.23% | 99.23% |
08.05.2024 | 1.29% | 0.84 CHF | 0.85 CHF | 225'000 | 75'000 | 227'962 | 75'987 | 175'723 CHF | 59'334 CHF | 98.59% | 98.59% |
07.05.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 173'416 CHF | 58'805 CHF | 94.70% | 94.70% |
06.05.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 164'032 CHF | 55'677 CHF | 99.37% | 99.37% |
03.05.2024 | 1.54% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 193'937 CHF | 65'646 CHF | 99.27% | 99.27% |
02.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 194'635 CHF | 65'878 CHF | 99.36% | 99.36% |
30.04.2024 | 1.71% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 174'191 CHF | 59'064 CHF | 99.38% | 99.38% |
29.04.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 167'676 CHF | 56'892 CHF | 99.36% | 99.36% |
26.04.2024 | 1.58% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 188'218 CHF | 63'739 CHF | 99.35% | 99.35% |