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 | 1.36% | 0.73 CHF | 0.74 CHF | 500'000 | 500'000 | 223'315 | 223'315 | 166'149 CHF | 168'390 CHF | 100.00% | 100.00% |
14.05.2024 | 1.43% | 0.77 CHF | 0.78 CHF | 500'000 | 500'000 | 197'984 | 197'984 | 145'242 CHF | 147'225 CHF | 98.32% | 98.32% |
13.05.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 485'000 | 485'000 | 222'093 | 222'093 | 151'285 CHF | 153'510 CHF | 99.49% | 99.49% |
10.05.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 500'000 | 500'000 | 223'720 | 223'720 | 166'830 CHF | 169'071 CHF | 100.00% | 100.00% |
08.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 500'000 | 500'000 | 237'671 | 237'671 | 185'609 CHF | 187'990 CHF | 99.13% | 99.13% |
07.05.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 500'000 | 500'000 | 223'521 | 223'521 | 168'776 CHF | 171'018 CHF | 99.83% | 99.83% |
06.05.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 500'000 | 500'000 | 223'760 | 223'760 | 161'040 CHF | 163'282 CHF | 100.00% | 100.00% |
03.05.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 500'000 | 500'000 | 223'974 | 223'974 | 163'804 CHF | 166'048 CHF | 99.70% | 99.70% |
02.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 500'000 | 500'000 | 241'207 | 241'207 | 189'960 CHF | 192'376 CHF | 100.00% | 100.00% |
30.04.2024 | 1.22% | 0.85 CHF | 0.86 CHF | 550'000 | 550'000 | 241'338 | 241'338 | 201'674 CHF | 204'093 CHF | 99.82% | 99.82% |