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 | 0.91% | 1.19 CHF | 1.20 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 327'849 CHF | 55'142 CHF | 99.17% | 99.17% |
14.05.2024 | 1.14% | 0.95 CHF | 0.96 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 263'486 CHF | 44'414 CHF | 99.15% | 99.15% |
13.05.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 187'001 CHF | 63'334 CHF | 98.58% | 98.58% |
10.05.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 188'282 CHF | 63'761 CHF | 99.17% | 99.17% |
08.05.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 179'614 CHF | 60'871 CHF | 99.17% | 99.17% |
07.05.2024 | 1.77% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 168'240 CHF | 57'080 CHF | 97.94% | 97.94% |
06.05.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 151'518 CHF | 51'506 CHF | 99.17% | 99.17% |
03.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 163'919 CHF | 55'640 CHF | 99.16% | 99.16% |
02.05.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 374'392 | 124'797 | 174'128 CHF | 59'291 CHF | 99.15% | 99.15% |
30.04.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 194'240 CHF | 66'247 CHF | 99.17% | 99.17% |