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 | 1.55% | 0.64 CHF | 0.65 CHF | 500'000 | 500'000 | 223'322 | 223'322 | 145'659 CHF | 147'900 CHF | 100.00% | 100.00% |
14.05.2024 | 1.65% | 0.67 CHF | 0.68 CHF | 500'000 | 500'000 | 198'118 | 198'118 | 127'049 CHF | 129'034 CHF | 98.22% | 98.22% |
13.05.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 485'000 | 485'000 | 222'102 | 222'102 | 130'540 CHF | 132'765 CHF | 99.49% | 99.49% |
10.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 500'000 | 500'000 | 223'712 | 223'712 | 145'943 CHF | 148'184 CHF | 100.00% | 100.00% |
08.05.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 500'000 | 500'000 | 237'687 | 237'687 | 163'652 CHF | 166'034 CHF | 99.13% | 99.13% |
07.05.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 500'000 | 500'000 | 223'528 | 223'528 | 148'265 CHF | 150'506 CHF | 99.83% | 99.83% |
06.05.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 500'000 | 500'000 | 223'755 | 223'755 | 140'397 CHF | 142'638 CHF | 100.00% | 100.00% |
03.05.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 500'000 | 500'000 | 224'020 | 224'020 | 143'218 CHF | 145'462 CHF | 99.62% | 99.62% |
02.05.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 500'000 | 500'000 | 241'204 | 241'204 | 167'827 CHF | 170'243 CHF | 100.00% | 100.00% |
30.04.2024 | 1.38% | 0.76 CHF | 0.77 CHF | 550'000 | 550'000 | 241'234 | 241'234 | 178'658 CHF | 181'076 CHF | 99.77% | 99.77% |