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 | 0.72% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 618'901 CHF | 207'800 CHF | 93.45% | 93.45% |
14.05.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 584'408 CHF | 196'303 CHF | 85.70% | 85.70% |
13.05.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 578'034 CHF | 194'178 CHF | 76.65% | 76.65% |
10.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 566'455 CHF | 190'318 CHF | 84.54% | 84.54% |
08.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 553'664 CHF | 186'055 CHF | 85.35% | 85.35% |
07.05.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 555'901 CHF | 186'800 CHF | 95.15% | 95.15% |
06.05.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 576'161 CHF | 193'554 CHF | 81.55% | 81.55% |
03.05.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 573'158 CHF | 192'553 CHF | 96.98% | 96.98% |
02.05.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 568'685 CHF | 191'062 CHF | 97.93% | 97.93% |
30.04.2024 | 0.73% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 614'488 CHF | 206'329 CHF | 95.17% | 95.17% |