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 | 1.14% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 525'309 CHF | 177'103 CHF | 99.18% | 99.18% |
14.05.2024 | 1.19% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 501'269 CHF | 169'090 CHF | 96.66% | 96.66% |
13.05.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 488'506 CHF | 164'835 CHF | 98.40% | 98.40% |
10.05.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 522'945 CHF | 176'315 CHF | 95.38% | 95.38% |
08.05.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 546'933 CHF | 184'311 CHF | 97.65% | 97.65% |
07.05.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 528'502 CHF | 178'168 CHF | 99.20% | 99.20% |
06.05.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 507'489 CHF | 171'163 CHF | 99.24% | 99.24% |
03.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 514'228 CHF | 173'409 CHF | 98.23% | 98.23% |
02.05.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 550'921 CHF | 185'640 CHF | 99.15% | 99.15% |
30.04.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 573'982 CHF | 193'327 CHF | 99.19% | 99.19% |