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 | 0.82% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 548'539 CHF | 184'346 CHF | 99.17% | 99.17% |
14.05.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 547'520 CHF | 184'007 CHF | 99.22% | 99.22% |
13.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 551'308 CHF | 185'269 CHF | 98.32% | 98.32% |
10.05.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 544'998 CHF | 183'166 CHF | 99.23% | 99.23% |
08.05.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 562'455 CHF | 188'985 CHF | 99.18% | 99.18% |
07.05.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 544'407 CHF | 182'969 CHF | 99.22% | 99.22% |
06.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 551'186 CHF | 185'229 CHF | 96.27% | 96.27% |
03.05.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 544'958 CHF | 183'153 CHF | 99.16% | 99.16% |
02.05.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 564'487 CHF | 189'662 CHF | 99.20% | 99.20% |
30.04.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 582'833 CHF | 195'778 CHF | 99.23% | 99.23% |