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 | 1.11% | 0.87 CHF | 0.88 CHF | 250'000 | 250'000 | 249'550 | 249'550 | 223'959 CHF | 226'459 CHF | 99.30% | 99.30% |
14.05.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 235'586 CHF | 238'086 CHF | 99.80% | 99.80% |
13.05.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 234'839 CHF | 237'339 CHF | 99.23% | 99.23% |
10.05.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 235'514 CHF | 238'014 CHF | 100.00% | 100.00% |
08.05.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 258'701 CHF | 261'201 CHF | 96.89% | 96.89% |
07.05.2024 | 0.90% | 1.06 CHF | 1.07 CHF | 250'000 | 250'000 | 249'882 | 249'882 | 275'961 CHF | 278'461 CHF | 99.46% | 99.46% |
06.05.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 299'314 CHF | 301'814 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 311'197 CHF | 313'697 CHF | 99.89% | 99.89% |
02.05.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 319'872 CHF | 322'372 CHF | 99.56% | 99.56% |
30.04.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 309'444 CHF | 311'944 CHF | 100.00% | 100.00% |