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 | 1.04% | 1.04 CHF | 1.05 CHF | 380'000 | 380'000 | 214'189 | 214'189 | 215'129 CHF | 217'287 CHF | 100.00% | 100.00% |
14.05.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 390'000 | 390'000 | 216'183 | 216'183 | 212'271 CHF | 214'444 CHF | 99.89% | 99.89% |
13.05.2024 | 1.09% | 0.96 CHF | 0.97 CHF | 400'000 | 400'000 | 218'331 | 218'331 | 206'402 CHF | 208'594 CHF | 100.00% | 100.00% |
10.05.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 400'000 | 400'000 | 217'968 | 217'968 | 202'363 CHF | 204'551 CHF | 99.73% | 99.73% |
08.05.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 410'000 | 410'000 | 218'959 | 218'959 | 195'778 CHF | 197'977 CHF | 98.65% | 98.65% |
07.05.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 410'000 | 410'000 | 228'612 | 228'612 | 207'827 CHF | 210'122 CHF | 98.02% | 98.02% |
06.05.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 410'000 | 410'000 | 227'813 | 227'813 | 201'715 CHF | 204'002 CHF | 99.67% | 99.67% |
03.05.2024 | 1.13% | 0.93 CHF | 0.94 CHF | 440'000 | 440'000 | 159'768 | 159'768 | 148'499 CHF | 150'115 CHF | 98.84% | 98.84% |
02.05.2024 | 1.47% | 0.71 CHF | 0.72 CHF | 480'000 | 480'000 | 264'734 | 264'734 | 185'058 CHF | 187'716 CHF | 99.99% | 99.99% |
30.04.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 460'000 | 460'000 | 254'366 | 254'366 | 190'867 CHF | 193'422 CHF | 99.68% | 99.68% |