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 | 2.04% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 218'544 CHF | 74'348 CHF | 95.13% | 95.13% |
10.05.2024 | 1.93% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 231'706 CHF | 78'735 CHF | 98.82% | 98.82% |
08.05.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 250'151 CHF | 84'884 CHF | 98.77% | 98.77% |
07.05.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 254'023 CHF | 86'174 CHF | 99.15% | 99.15% |
06.05.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 240'895 CHF | 81'798 CHF | 98.77% | 98.77% |
03.05.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 226'535 CHF | 77'012 CHF | 98.37% | 98.37% |
02.05.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 227'267 CHF | 77'256 CHF | 99.17% | 99.17% |
30.04.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 247'554 CHF | 84'018 CHF | 98.81% | 98.81% |
29.04.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'357 CHF | 78'952 CHF | 98.81% | 98.81% |
26.04.2024 | 2.04% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 561'967 | 187'322 | 272'608 CHF | 92'743 CHF | 99.12% | 99.12% |