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 | 1.06% | 1.02 CHF | 1.03 CHF | 500'000 | 500'000 | 197'683 | 197'683 | 194'999 CHF | 196'979 CHF | 98.54% | 98.54% |
13.05.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 485'000 | 485'000 | 222'107 | 222'107 | 207'495 CHF | 209'720 CHF | 99.49% | 99.49% |
10.05.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 500'000 | 500'000 | 223'714 | 223'714 | 223'276 CHF | 225'517 CHF | 100.00% | 100.00% |
08.05.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 500'000 | 500'000 | 237'683 | 237'683 | 245'624 CHF | 248'006 CHF | 99.12% | 99.12% |
07.05.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 500'000 | 500'000 | 223'558 | 223'558 | 225'284 CHF | 227'525 CHF | 99.80% | 99.80% |
06.05.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 500'000 | 500'000 | 223'757 | 223'757 | 217'359 CHF | 219'601 CHF | 100.00% | 100.00% |
03.05.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 500'000 | 500'000 | 223'984 | 223'984 | 220'141 CHF | 222'385 CHF | 99.70% | 99.70% |
02.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 500'000 | 500'000 | 241'217 | 241'217 | 251'677 CHF | 254'093 CHF | 99.99% | 99.99% |
30.04.2024 | 0.94% | 1.10 CHF | 1.11 CHF | 550'000 | 550'000 | 241'786 | 241'786 | 263'094 CHF | 265'518 CHF | 100.00% | 100.00% |
29.04.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 550'000 | 550'000 | 224'897 | 224'897 | 242'901 CHF | 245'155 CHF | 99.80% | 99.80% |