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 | 1.03% | 0.95 CHF | 0.96 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 240'788 CHF | 97'315 CHF | 94.71% | 94.71% |
14.05.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 248'514 CHF | 100'406 CHF | 99.17% | 99.17% |
13.05.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 246'646 CHF | 99'658 CHF | 98.69% | 98.69% |
10.05.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 239'283 CHF | 96'713 CHF | 99.17% | 99.17% |
08.05.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 241'673 CHF | 97'669 CHF | 99.17% | 99.17% |
07.05.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 242'266 CHF | 97'907 CHF | 97.19% | 97.19% |
06.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 256'505 CHF | 103'602 CHF | 99.17% | 99.17% |
03.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 262'242 CHF | 105'897 CHF | 99.16% | 99.16% |
02.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 261'177 CHF | 105'471 CHF | 99.12% | 99.12% |
30.04.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 263'078 CHF | 106'231 CHF | 99.17% | 99.17% |