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 | 1.25% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'559 CHF | 121'020 CHF | 93.40% | 93.40% |
14.05.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 325'064 CHF | 109'855 CHF | 85.70% | 85.70% |
13.05.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 319'611 CHF | 108'037 CHF | 76.64% | 76.64% |
10.05.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 309'888 CHF | 104'796 CHF | 84.52% | 84.52% |
08.05.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 298'395 CHF | 100'965 CHF | 85.42% | 85.42% |
07.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'218 CHF | 101'906 CHF | 95.19% | 95.19% |
06.05.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 321'277 CHF | 108'592 CHF | 81.50% | 81.50% |
03.05.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 319'151 CHF | 107'884 CHF | 97.02% | 97.02% |
02.05.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 315'559 CHF | 106'686 CHF | 97.95% | 97.95% |
30.04.2024 | 1.24% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 360'427 CHF | 121'642 CHF | 95.13% | 95.13% |