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 | 1.20% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 371'300 CHF | 125'267 CHF | 85.51% | 85.51% |
13.05.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'027 CHF | 123'842 CHF | 76.63% | 76.63% |
10.05.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 357'909 CHF | 120'803 CHF | 84.60% | 84.60% |
08.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 347'536 CHF | 117'345 CHF | 85.35% | 85.35% |
07.05.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 350'240 CHF | 118'247 CHF | 95.15% | 95.15% |
06.05.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 368'229 CHF | 124'243 CHF | 81.77% | 81.77% |
03.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 368'211 CHF | 124'237 CHF | 97.03% | 97.03% |
02.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 366'360 CHF | 123'620 CHF | 97.99% | 97.99% |
30.04.2024 | 1.10% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 406'092 CHF | 136'864 CHF | 95.22% | 95.22% |
29.04.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 435'409 CHF | 146'636 CHF | 86.68% | 86.68% |