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 | 1.01% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 444'744 CHF | 149'748 CHF | 93.36% | 93.36% |
14.05.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 410'821 CHF | 138'440 CHF | 85.67% | 85.67% |
13.05.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 404'707 CHF | 136'402 CHF | 76.63% | 76.63% |
10.05.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 394'376 CHF | 132'959 CHF | 84.50% | 84.50% |
08.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 382'216 CHF | 128'905 CHF | 85.33% | 85.33% |
07.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 384'483 CHF | 129'661 CHF | 95.13% | 95.13% |
06.05.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 404'839 CHF | 136'446 CHF | 81.55% | 81.55% |
03.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 402'621 CHF | 135'707 CHF | 97.04% | 97.04% |
02.05.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 398'620 CHF | 134'373 CHF | 97.93% | 97.93% |
30.04.2024 | 1.01% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 443'694 CHF | 149'398 CHF | 95.13% | 95.13% |