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 | 0.78% | 1.26 CHF | 1.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 768'658 CHF | 258'219 CHF | 99.17% | 99.17% |
14.05.2024 | 0.80% | 1.30 CHF | 1.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 745'691 CHF | 250'564 CHF | 96.66% | 96.66% |
13.05.2024 | 0.81% | 1.19 CHF | 1.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 733'662 CHF | 246'554 CHF | 98.40% | 98.40% |
10.05.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 766'802 CHF | 257'601 CHF | 95.38% | 95.38% |
08.05.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 791'815 CHF | 265'938 CHF | 97.65% | 97.65% |
07.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 773'135 CHF | 259'712 CHF | 99.20% | 99.20% |
06.05.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 750'939 CHF | 252'313 CHF | 99.24% | 99.24% |
03.05.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 758'879 CHF | 254'960 CHF | 98.23% | 98.23% |
02.05.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 796'938 CHF | 267'646 CHF | 99.15% | 99.15% |
30.04.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 820'047 CHF | 275'349 CHF | 99.19% | 99.19% |