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 | 1.41% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'819 CHF | 107'440 CHF | 89.56% | 89.56% |
10.05.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 322'673 CHF | 109'058 CHF | 92.10% | 92.10% |
08.05.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 330'451 CHF | 111'650 CHF | 95.28% | 95.28% |
07.05.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 331'886 CHF | 112'129 CHF | 96.83% | 96.83% |
06.05.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 291'613 CHF | 98'704 CHF | 88.96% | 88.96% |
03.05.2024 | 1.46% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 307'590 CHF | 104'030 CHF | 86.61% | 86.61% |
02.05.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 310'899 CHF | 105'133 CHF | 98.25% | 98.25% |
30.04.2024 | 1.68% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'175 CHF | 90'892 CHF | 97.91% | 97.91% |
29.04.2024 | 1.53% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 293'028 CHF | 99'176 CHF | 93.38% | 93.38% |
26.04.2024 | 1.34% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 333'959 CHF | 112'820 CHF | 95.65% | 95.65% |