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 | 1.15% | 0.89 CHF | 0.90 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 193'807 CHF | 196'057 CHF | 99.35% | 99.35% |
14.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 183'284 CHF | 185'534 CHF | 91.39% | 91.39% |
13.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 186'763 CHF | 189'013 CHF | 100.00% | 100.00% |
10.05.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 192'550 CHF | 194'800 CHF | 99.80% | 99.80% |
08.05.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 163'235 CHF | 165'485 CHF | 100.00% | 100.00% |
07.05.2024 | 1.55% | 0.70 CHF | 0.71 CHF | 225'000 | 225'000 | 225'092 | 225'092 | 144'369 CHF | 146'620 CHF | 100.00% | 100.00% |
06.05.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 140'774 CHF | 143'274 CHF | 100.00% | 100.00% |
03.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 127'113 CHF | 129'613 CHF | 95.57% | 95.57% |
02.05.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 123'701 CHF | 126'201 CHF | 100.00% | 100.00% |
30.04.2024 | 1.81% | 0.50 CHF | 0.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 136'743 CHF | 139'243 CHF | 100.00% | 100.00% |