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 | 0.70% | 1.46 CHF | 1.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 642'599 CHF | 215'700 CHF | 93.44% | 93.44% |
14.05.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 609'604 CHF | 204'701 CHF | 85.52% | 85.52% |
13.05.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 603'408 CHF | 202'636 CHF | 76.67% | 76.67% |
10.05.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 592'771 CHF | 199'090 CHF | 84.52% | 84.52% |
08.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 580'200 CHF | 194'900 CHF | 85.36% | 85.36% |
07.05.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 582'377 CHF | 195'626 CHF | 95.17% | 95.17% |
06.05.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 602'224 CHF | 202'241 CHF | 81.55% | 81.55% |
03.05.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 600'168 CHF | 201'556 CHF | 97.02% | 97.02% |
02.05.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 596'676 CHF | 200'392 CHF | 97.88% | 97.88% |
30.04.2024 | 0.70% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 640'701 CHF | 215'067 CHF | 95.18% | 95.18% |