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 | 0.80% | 1.38 CHF | 1.39 CHF | 250'000 | 250'000 | 249'482 | 249'484 | 314'045 CHF | 316'547 CHF | 99.82% | 99.82% |
14.05.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 250'000 | 250'000 | 249'949 | 249'949 | 267'137 CHF | 269'637 CHF | 99.88% | 99.88% |
13.05.2024 | 0.94% | 1.00 CHF | 1.01 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 265'296 CHF | 267'796 CHF | 99.45% | 99.45% |
10.05.2024 | 0.76% | 1.24 CHF | 1.25 CHF | 250'000 | 250'000 | 250'000 | 249'987 | 326'116 CHF | 328'599 CHF | 100.00% | 100.00% |
08.05.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 250'000 | 250'000 | 249'947 | 249'947 | 200'751 CHF | 203'251 CHF | 99.29% | 99.29% |
07.05.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 250'000 | 250'000 | 249'843 | 249'835 | 210'745 CHF | 213'238 CHF | 100.00% | 100.00% |
06.05.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 250'000 | 250'000 | 250'000 | 249'998 | 222'261 CHF | 224'759 CHF | 100.00% | 100.00% |
03.05.2024 | 1.42% | 0.66 CHF | 0.67 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 176'082 CHF | 178'581 CHF | 98.15% | 98.15% |
02.05.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 183'294 CHF | 185'794 CHF | 99.98% | 99.98% |
30.04.2024 | 1.19% | 0.71 CHF | 0.72 CHF | 250'000 | 250'000 | 249'746 | 249'741 | 209'471 CHF | 211'967 CHF | 99.76% | 99.76% |