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 | 1.55% | 0.65 CHF | 0.66 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 96'242 CHF | 97'742 CHF | 98.91% | 98.91% |
13.05.2024 | 1.73% | 0.62 CHF | 0.63 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 85'862 CHF | 87'362 CHF | 99.18% | 99.18% |
10.05.2024 | 1.98% | 0.57 CHF | 0.58 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 75'144 CHF | 76'644 CHF | 96.49% | 96.49% |
08.05.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 84'070 CHF | 85'570 CHF | 99.18% | 99.18% |
07.05.2024 | 1.80% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 82'656 CHF | 84'156 CHF | 98.99% | 98.99% |
06.05.2024 | 1.58% | 0.60 CHF | 0.61 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 93'929 CHF | 95'429 CHF | 98.98% | 98.98% |
03.05.2024 | 1.50% | 0.63 CHF | 0.64 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 99'446 CHF | 100'946 CHF | 99.13% | 99.13% |
02.05.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 119'981 CHF | 121'481 CHF | 98.85% | 98.85% |
30.04.2024 | 1.28% | 0.87 CHF | 0.88 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 116'622 CHF | 118'122 CHF | 99.14% | 99.14% |
29.04.2024 | 1.26% | 0.87 CHF | 0.88 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 118'795 CHF | 120'295 CHF | 97.51% | 97.51% |