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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 1.23% | 0.91 CHF | 0.92 CHF | 210'000 | 210'000 | 103'704 | 103'704 | 87'604 CHF | 88'643 CHF | 100.00% | 100.00% |
10.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 220'000 | 220'000 | 107'317 | 107'317 | 89'673 CHF | 90'747 CHF | 100.00% | 100.00% |
08.05.2024 | 1.20% | 0.80 CHF | 0.81 CHF | 220'000 | 220'000 | 104'004 | 104'004 | 86'836 CHF | 87'878 CHF | 98.72% | 98.72% |
07.05.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 210'000 | 210'000 | 103'021 | 103'021 | 94'181 CHF | 95'213 CHF | 99.61% | 99.61% |
06.05.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 210'000 | 210'000 | 102'971 | 102'971 | 92'893 CHF | 93'924 CHF | 100.00% | 100.00% |
03.05.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 220'000 | 220'000 | 97'255 | 97'255 | 85'335 CHF | 86'309 CHF | 99.99% | 99.99% |
02.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 220'000 | 220'000 | 103'025 | 103'025 | 89'205 CHF | 90'237 CHF | 99.99% | 99.99% |
30.04.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 210'000 | 210'000 | 102'271 | 102'271 | 94'193 CHF | 95'218 CHF | 99.27% | 99.27% |
29.04.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 210'000 | 210'000 | 102'140 | 102'140 | 98'386 CHF | 99'409 CHF | 99.56% | 99.56% |
26.04.2024 | 1.51% | 0.98 CHF | 0.99 CHF | 210'000 | 210'000 | 71'731 | 71'731 | 69'451 CHF | 70'347 CHF | 99.26% | 99.26% |