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 | 0.90% | 1.09 CHF | 1.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 665'368 CHF | 223'789 CHF | 99.18% | 99.18% |
14.05.2024 | 0.93% | 1.13 CHF | 1.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 642'832 CHF | 216'277 CHF | 96.66% | 96.66% |
13.05.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 630'084 CHF | 212'028 CHF | 98.41% | 98.41% |
10.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 664'625 CHF | 223'542 CHF | 95.38% | 95.38% |
08.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 688'718 CHF | 231'573 CHF | 97.65% | 97.65% |
07.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 669'893 CHF | 225'298 CHF | 99.20% | 99.20% |
06.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 648'493 CHF | 218'164 CHF | 99.24% | 99.24% |
03.05.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 655'296 CHF | 220'432 CHF | 98.22% | 98.22% |
02.05.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 694'424 CHF | 233'475 CHF | 99.15% | 99.15% |
30.04.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 717'173 CHF | 241'058 CHF | 99.19% | 99.19% |