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 | 1.36% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 328'610 CHF | 111'037 CHF | 93.44% | 93.44% |
14.05.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'546 CHF | 102'015 CHF | 85.61% | 85.61% |
13.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'715 CHF | 100'738 CHF | 76.60% | 76.60% |
10.05.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 289'829 CHF | 98'110 CHF | 84.58% | 84.58% |
08.05.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'630 CHF | 95'043 CHF | 85.42% | 85.42% |
07.05.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 283'489 CHF | 95'996 CHF | 95.18% | 95.18% |
06.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 300'407 CHF | 101'636 CHF | 81.89% | 81.89% |
03.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'205 CHF | 101'902 CHF | 97.16% | 97.16% |
02.05.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 300'608 CHF | 101'703 CHF | 97.98% | 97.98% |
30.04.2024 | 1.33% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'188 CHF | 113'896 CHF | 95.18% | 95.18% |