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 | 0.71% | 1.40 CHF | 1.41 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 314'491 CHF | 316'741 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 320'513 CHF | 322'763 CHF | 99.80% | 99.80% |
08.05.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 290'454 CHF | 292'704 CHF | 100.00% | 100.00% |
07.05.2024 | 0.83% | 1.27 CHF | 1.28 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 270'455 CHF | 272'705 CHF | 100.00% | 100.00% |
06.05.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 251'180 CHF | 253'430 CHF | 94.76% | 94.76% |
03.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 235'383 CHF | 237'633 CHF | 74.22% | 74.22% |
02.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 231'642 CHF | 233'892 CHF | 81.26% | 81.26% |
30.04.2024 | 0.91% | 1.04 CHF | 1.05 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 244'834 CHF | 247'084 CHF | 78.99% | 78.99% |
29.04.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 256'842 CHF | 259'092 CHF | 79.38% | 79.38% |
26.04.2024 | 0.90% | 1.15 CHF | 1.16 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 249'435 CHF | 251'685 CHF | 86.90% | 86.90% |