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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 498'151 CHF | 134'840 CHF | 99.37% | 99.37% |
13.05.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 750'000 | 200'000 | 750'011 | 200'000 | 331'401 CHF | 90'372 CHF | 98.93% | 98.93% |
10.05.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 311'803 CHF | 85'147 CHF | 99.37% | 99.37% |
08.05.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 306'447 CHF | 83'719 CHF | 99.37% | 99.37% |
07.05.2024 | 2.56% | 0.41 CHF | 0.42 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 289'128 CHF | 79'101 CHF | 94.71% | 94.71% |
06.05.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 750'000 | 200'000 | 750'891 | 200'000 | 288'681 CHF | 78'894 CHF | 99.36% | 99.36% |
03.05.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 750'000 | 200'000 | 864'562 | 200'000 | 314'496 CHF | 74'843 CHF | 99.36% | 99.36% |
02.05.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 900'000 | 200'000 | 900'000 | 200'000 | 323'443 CHF | 73'876 CHF | 99.36% | 99.36% |
30.04.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 900'000 | 200'000 | 900'000 | 200'000 | 320'259 CHF | 73'169 CHF | 99.36% | 99.36% |
29.04.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 750'000 | 200'000 | 773'112 | 200'000 | 297'334 CHF | 78'941 CHF | 99.37% | 99.37% |