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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 485'000 | 485'000 | 222'102 | 222'102 | 145'965 CHF | 148'190 CHF | 99.49% | 99.49% |
10.05.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 500'000 | 500'000 | 223'713 | 223'713 | 161'162 CHF | 163'404 CHF | 100.00% | 100.00% |
08.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 500'000 | 500'000 | 237'680 | 237'680 | 179'899 CHF | 182'280 CHF | 99.13% | 99.13% |
07.05.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 500'000 | 500'000 | 223'528 | 223'528 | 163'670 CHF | 165'911 CHF | 99.83% | 99.83% |
06.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 500'000 | 500'000 | 223'755 | 223'755 | 155'887 CHF | 158'128 CHF | 100.00% | 100.00% |
03.05.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 500'000 | 500'000 | 223'976 | 223'976 | 158'490 CHF | 160'734 CHF | 99.70% | 99.70% |
02.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 500'000 | 500'000 | 241'202 | 241'202 | 184'541 CHF | 186'958 CHF | 100.00% | 100.00% |
30.04.2024 | 1.26% | 0.82 CHF | 0.83 CHF | 550'000 | 550'000 | 241'895 | 241'895 | 195'769 CHF | 198'193 CHF | 100.00% | 100.00% |
29.04.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 550'000 | 550'000 | 224'894 | 224'894 | 180'370 CHF | 182'624 CHF | 99.81% | 99.81% |
26.04.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 550'000 | 550'000 | 246'340 | 246'340 | 194'919 CHF | 197'387 CHF | 99.34% | 99.34% |