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 | 0.87% | 1.15 CHF | 1.16 CHF | 230'000 | 230'000 | 228'522 | 228'522 | 264'161 CHF | 266'451 CHF | 100.00% | 100.00% |
14.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 230'000 | 230'000 | 230'009 | 230'009 | 257'203 CHF | 259'504 CHF | 100.00% | 100.00% |
13.05.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 230'000 | 230'000 | 233'073 | 233'073 | 259'147 CHF | 261'478 CHF | 100.00% | 100.00% |
10.05.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 235'000 | 235'000 | 230'321 | 230'321 | 259'691 CHF | 261'994 CHF | 100.00% | 100.00% |
08.05.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 235'000 | 235'000 | 233'984 | 233'984 | 247'345 CHF | 249'685 CHF | 99.15% | 99.15% |
07.05.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 235'000 | 235'000 | 233'842 | 233'842 | 248'057 CHF | 250'397 CHF | 99.85% | 99.85% |
06.05.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 235'000 | 235'000 | 234'031 | 234'031 | 251'226 CHF | 253'566 CHF | 100.00% | 100.00% |
03.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 235'000 | 235'000 | 234'043 | 234'043 | 249'859 CHF | 252'199 CHF | 99.97% | 99.97% |
02.05.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 235'000 | 235'000 | 234'031 | 234'031 | 250'881 CHF | 253'222 CHF | 100.00% | 100.00% |
30.04.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 235'000 | 235'000 | 234'632 | 234'632 | 245'513 CHF | 247'861 CHF | 100.00% | 100.00% |