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 | 1.02% | 0.97 CHF | 0.98 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 583'648 CHF | 245'687 CHF | 97.57% | 97.57% |
14.05.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 561'700 CHF | 236'542 CHF | 98.72% | 98.72% |
13.05.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 558'075 CHF | 235'031 CHF | 89.11% | 89.11% |
10.05.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 568'151 CHF | 239'230 CHF | 97.15% | 97.15% |
08.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 525'292 CHF | 221'372 CHF | 93.56% | 93.56% |
07.05.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 528'168 CHF | 222'570 CHF | 94.99% | 94.99% |
06.05.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 534'932 CHF | 225'388 CHF | 94.90% | 94.90% |
03.05.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 531'629 CHF | 224'012 CHF | 94.58% | 94.58% |
02.05.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 534'733 CHF | 225'305 CHF | 95.17% | 95.17% |
30.04.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 518'396 CHF | 218'498 CHF | 93.99% | 93.99% |