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 | 1.09% | 0.88 CHF | 0.89 CHF | 475'000 | 475'000 | 232'618 | 232'618 | 214'350 CHF | 216'692 CHF | 100.00% | 100.00% |
14.05.2024 | 1.18% | 0.97 CHF | 0.98 CHF | 460'000 | 460'000 | 236'533 | 236'533 | 207'412 CHF | 209'783 CHF | 99.98% | 99.98% |
13.05.2024 | 1.26% | 0.86 CHF | 0.87 CHF | 475'000 | 475'000 | 241'328 | 241'328 | 198'089 CHF | 200'507 CHF | 100.00% | 100.00% |
10.05.2024 | 1.19% | 0.78 CHF | 0.79 CHF | 490'000 | 490'000 | 235'811 | 235'811 | 197'518 CHF | 199'881 CHF | 100.00% | 100.00% |
08.05.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 475'000 | 475'000 | 233'771 | 233'771 | 207'096 CHF | 209'439 CHF | 95.77% | 95.77% |
07.05.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 460'000 | 460'000 | 225'343 | 225'343 | 227'047 CHF | 229'307 CHF | 97.62% | 97.62% |
06.05.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 455'000 | 455'000 | 226'832 | 226'832 | 239'485 CHF | 241'757 CHF | 98.41% | 98.41% |
03.05.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 465'000 | 465'000 | 225'701 | 225'701 | 226'516 CHF | 228'778 CHF | 99.95% | 99.95% |
02.05.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 455'000 | 455'000 | 224'450 | 224'450 | 229'490 CHF | 231'739 CHF | 99.99% | 99.99% |
30.04.2024 | 0.87% | 1.08 CHF | 1.09 CHF | 445'000 | 445'000 | 218'869 | 218'869 | 254'186 CHF | 256'379 CHF | 96.80% | 96.80% |