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 | 1.18% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 378'877 CHF | 127'792 CHF | 99.17% | 99.17% |
14.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 377'305 CHF | 127'268 CHF | 99.22% | 99.22% |
13.05.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 382'313 CHF | 128'938 CHF | 98.32% | 98.32% |
10.05.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 375'242 CHF | 126'581 CHF | 99.23% | 99.23% |
08.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 393'061 CHF | 132'520 CHF | 99.19% | 99.19% |
07.05.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 375'016 CHF | 126'506 CHF | 99.22% | 99.22% |
06.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 381'960 CHF | 128'820 CHF | 96.27% | 96.27% |
03.05.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 375'195 CHF | 126'565 CHF | 99.15% | 99.15% |
02.05.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 394'210 CHF | 132'903 CHF | 99.20% | 99.20% |
30.04.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 412'822 CHF | 139'107 CHF | 99.24% | 99.24% |