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 | 0.73% | 1.46 CHF | 1.47 CHF | 250'000 | 250'000 | 247'383 | 247'383 | 350'405 CHF | 352'898 CHF | 97.88% | 97.88% |
13.05.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 250'000 | 250'000 | 246'261 | 246'261 | 346'813 CHF | 349'303 CHF | 99.93% | 99.93% |
10.05.2024 | 0.60% | 1.58 CHF | 1.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 412'767 CHF | 415'267 CHF | 98.68% | 98.68% |
08.05.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 287'233 CHF | 289'733 CHF | 100.00% | 100.00% |
07.05.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 296'995 CHF | 299'495 CHF | 99.95% | 99.95% |
06.05.2024 | 1.04% | 1.25 CHF | 1.26 CHF | 250'000 | 250'000 | 230'382 | 230'382 | 282'835 CHF | 285'286 CHF | 100.00% | 100.00% |
03.05.2024 | 1.48% | 1.00 CHF | 1.01 CHF | 250'000 | 250'000 | 215'468 | 215'468 | 225'713 CHF | 228'127 CHF | 96.95% | 96.95% |
02.05.2024 | 1.13% | 1.09 CHF | 1.10 CHF | 250'000 | 250'000 | 236'343 | 236'343 | 254'739 CHF | 257'205 CHF | 99.10% | 99.10% |
30.04.2024 | 0.99% | 1.06 CHF | 1.07 CHF | 250'000 | 250'000 | 238'702 | 238'702 | 282'870 CHF | 285'342 CHF | 99.07% | 99.07% |
29.04.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 356'174 CHF | 358'674 CHF | 99.96% | 99.96% |