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 | 0.84% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 531'663 CHF | 178'721 CHF | 93.37% | 93.37% |
14.05.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 497'444 CHF | 167'315 CHF | 85.47% | 85.47% |
13.05.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 490'973 CHF | 165'158 CHF | 76.65% | 76.65% |
10.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 480'110 CHF | 161'537 CHF | 84.55% | 84.55% |
08.05.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 467'611 CHF | 157'370 CHF | 85.34% | 85.34% |
07.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 469'760 CHF | 158'087 CHF | 95.16% | 95.16% |
06.05.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 490'230 CHF | 164'910 CHF | 81.51% | 81.51% |
03.05.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 487'449 CHF | 163'983 CHF | 97.06% | 97.06% |
02.05.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 482'921 CHF | 162'474 CHF | 97.93% | 97.93% |
30.04.2024 | 0.85% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 528'674 CHF | 177'725 CHF | 95.17% | 95.17% |