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 | 0.85% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 527'740 CHF | 177'413 CHF | 85.55% | 85.55% |
13.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 522'003 CHF | 175'501 CHF | 76.59% | 76.59% |
10.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 511'807 CHF | 172'102 CHF | 84.45% | 84.45% |
08.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 499'829 CHF | 168'110 CHF | 85.40% | 85.40% |
07.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 502'026 CHF | 168'842 CHF | 95.20% | 95.20% |
06.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 521'512 CHF | 175'338 CHF | 81.55% | 81.55% |
03.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 520'230 CHF | 174'910 CHF | 97.07% | 97.07% |
02.05.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 517'056 CHF | 173'852 CHF | 98.00% | 98.00% |
30.04.2024 | 0.80% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 559'906 CHF | 188'135 CHF | 95.20% | 95.20% |
29.04.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 589'790 CHF | 198'097 CHF | 86.68% | 86.68% |