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 | 0.57% | 1.79 CHF | 1.80 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 607'281 CHF | 610'781 CHF | 99.81% | 99.81% |
13.05.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 606'123 CHF | 609'623 CHF | 99.23% | 99.23% |
10.05.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 380'000 | 380'000 | 380'000 | 380'000 | 629'797 CHF | 633'597 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 380'000 | 380'000 | 380'000 | 380'000 | 543'183 CHF | 546'983 CHF | 96.89% | 96.89% |
07.05.2024 | 0.78% | 1.36 CHF | 1.37 CHF | 430'000 | 430'000 | 429'745 | 429'745 | 546'450 CHF | 550'750 CHF | 100.00% | 100.00% |
06.05.2024 | 0.88% | 1.10 CHF | 1.11 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 506'934 CHF | 511'434 CHF | 100.00% | 100.00% |
03.05.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 480'000 | 480'000 | 480'000 | 480'000 | 501'863 CHF | 506'663 CHF | 99.91% | 99.91% |
02.05.2024 | 0.96% | 0.98 CHF | 0.99 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 467'371 CHF | 471'871 CHF | 99.61% | 99.61% |
30.04.2024 | 0.89% | 1.07 CHF | 1.08 CHF | 440'000 | 440'000 | 440'000 | 440'000 | 492'973 CHF | 497'373 CHF | 100.00% | 100.00% |
29.04.2024 | 0.84% | 1.13 CHF | 1.14 CHF | 430'000 | 430'000 | 430'000 | 430'000 | 508'628 CHF | 512'928 CHF | 99.77% | 99.77% |